+107.5%
ALL vs GD
+54.3%
+53.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.8% | -4.2% |
| 7D | -1.9% | -5.0% | +3.0% | -0.3% |
| 30D | +13.8% | +8.9% | +4.9% | +10.5% |
| 3M | -7.0% | -8.0% | +1.1% | -4.6% |
| 6M | +18.0% | +2.9% | +15.1% | +16.8% |
| YTD | +24.2% | +7.1% | +17.1% | +20.1% |
| 1Y | +31.2% | +5.9% | +25.2% | +27.3% |
| 3Y | +107.5% | +53.9% | +53.7% | +70.1% |
| All | +107.5% | +54.3% | +53.2% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling