+719.1%
B vs GD
+19,982.5%
-19,263.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.6% |
| 7D | +9.6% | -5.0% | +14.6% | +10.3% |
| 30D | +3.5% | +8.9% | -5.4% | +2.3% |
| 3M | -1.6% | -8.0% | +6.5% | -0.6% |
| 6M | -1.7% | +2.9% | -4.6% | -2.2% |
| YTD | -5.3% | +7.1% | -12.4% | -6.4% |
| 1Y | +27.2% | +5.9% | +21.3% | +26.0% |
| 3Y | +166.1% | +53.9% | +112.3% | +151.0% |
| 5Y | +136.5% | +95.4% | +41.1% | +116.4% |
| 10Y | +172.2% | +193.5% | -21.3% | +133.2% |
| All | +719.1% | +19,982.5% | -19,263.4% | +365.2% |
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