+116.1%
ALL vs BG
+84.9%
+31.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | -2.2% | +0.5% | -2.7% | -2.3% |
| 30D | -5.6% | +10.3% | -15.9% | -7.0% |
| 3M | +17.2% | -1.9% | +19.1% | +17.3% |
| 6M | +23.2% | +5.2% | +18.0% | +21.7% |
| YTD | +23.6% | +41.2% | -17.6% | +15.7% |
| 1Y | +29.2% | +50.5% | -21.4% | +19.0% |
| 3Y | +153.8% | +19.9% | +133.9% | +144.4% |
| 5Y | +116.1% | +86.7% | +29.4% | +87.2% |
| All | +116.1% | +84.9% | +31.2% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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