-15.5%
AA vs GD
+97.4%
-112.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.3% | -3.0% | -3.7% |
| 7D | -3.7% | -3.9% | +0.2% | -1.1% |
| 30D | -10.8% | +8.1% | -18.8% | -15.7% |
| 3M | -19.1% | -6.8% | -12.3% | -15.5% |
| 6M | -38.7% | +3.0% | -41.7% | -40.7% |
| YTD | -27.1% | +7.8% | -34.9% | -32.6% |
| 1Y | +8.3% | +5.8% | +2.5% | +1.6% |
| 3Y | +49.6% | +55.3% | -5.8% | -3.7% |
| 5Y | -15.5% | +96.7% | -112.2% | -54.9% |
| All | -15.5% | +97.4% | -112.9% | -54.9% |
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