+61.0%
AA vs GD
+13.1%
+47.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.5% |
| 7D | -0.7% | -5.3% | +4.6% | +1.2% |
| 30D | +5.0% | -6.4% | +11.4% | +7.3% |
| 3M | -35.8% | +5.7% | -41.5% | -37.5% |
| 6M | -18.4% | -0.9% | -17.4% | -16.5% |
| YTD | -5.5% | +8.2% | -13.6% | -10.4% |
| 1Y | +61.0% | +13.4% | +47.5% | +48.6% |
| All | +61.0% | +13.1% | +47.8% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling