+714.7%
B vs GD
+20,112.4%
-19,397.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.9% | +0.8% |
| 7D | +4.3% | -3.9% | +8.2% | +4.8% |
| 30D | -0.9% | +8.1% | -9.0% | -2.0% |
| 3M | -1.4% | -6.8% | +5.4% | -0.6% |
| 6M | +5.0% | +3.0% | +2.0% | +4.4% |
| YTD | -5.8% | +7.8% | -13.6% | -7.0% |
| 1Y | +25.6% | +5.8% | +19.8% | +24.4% |
| 3Y | +161.6% | +55.3% | +106.3% | +146.5% |
| 5Y | +135.2% | +96.7% | +38.5% | +115.1% |
| 10Y | +170.7% | +195.4% | -24.6% | +131.7% |
| All | +714.7% | +20,112.4% | -19,397.7% | +362.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling