+40.5%
ALL vs GD
+9.0%
+31.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.6% | +5.5% | +3.3% |
| 7D | +7.5% | +3.0% | +4.6% | +6.9% |
| 30D | +19.7% | +10.5% | +9.2% | +17.9% |
| 3M | +2.9% | -5.0% | +7.9% | +2.8% |
| 6M | +23.5% | +5.5% | +18.0% | +23.1% |
| YTD | +31.1% | +10.3% | +20.8% | +29.1% |
| 1Y | +40.5% | +8.2% | +32.3% | +39.4% |
| All | +40.5% | +9.0% | +31.5% | +39.4% |
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 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