+387.2%
BE vs GD
+94.5%
+292.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.0% | -10.6% | -11.6% |
| 7D | -14.7% | -5.0% | -9.8% | -11.6% |
| 30D | -40.5% | +8.9% | -49.4% | -43.8% |
| 3M | -24.3% | -8.0% | -16.3% | -20.3% |
| 6M | -39.3% | +2.9% | -42.2% | -42.1% |
| YTD | +99.4% | +7.1% | +92.3% | +83.2% |
| 1Y | +26.6% | +5.9% | +20.7% | +17.9% |
| 3Y | +1,616.9% | +53.9% | +1,563.1% | +1,077.5% |
| All | +387.2% | +94.5% | +292.6% | +172.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling