-14.8%
AA vs GD
+94.5%
-109.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.6% | +3.3% |
| 7D | +0.9% | -5.0% | +5.9% | +4.4% |
| 30D | -6.7% | +8.9% | -15.6% | -12.4% |
| 3M | -16.3% | -8.0% | -8.3% | -11.9% |
| 6M | -37.1% | +2.9% | -40.0% | -39.2% |
| YTD | -25.0% | +7.1% | -32.1% | -30.3% |
| 1Y | +8.6% | +5.9% | +2.7% | +1.7% |
| 3Y | +57.2% | +53.9% | +3.4% | +2.0% |
| All | -14.8% | +94.5% | -109.3% | -53.9% |
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