+12.4%
AA vs GD
+97.9%
-85.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -0.9% |
| 7D | -0.7% | -5.3% | +4.6% | +3.1% |
| 30D | +5.0% | -6.4% | +11.4% | +9.8% |
| 3M | -35.8% | +5.7% | -41.5% | -38.9% |
| 6M | -18.4% | -0.9% | -17.4% | -18.6% |
| YTD | -5.5% | +8.2% | -13.6% | -12.6% |
| 1Y | +61.0% | +13.4% | +47.5% | +43.0% |
| 3Y | +66.2% | +68.5% | -2.3% | -2.5% |
| All | +12.4% | +97.9% | -85.5% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling