+701.6%
BE vs GD
+121.1%
+580.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.6% | -3.8% | -4.5% |
| 7D | -12.1% | +3.0% | -15.1% | -14.2% |
| 30D | -30.1% | +10.5% | -40.6% | -35.5% |
| 3M | -12.1% | -5.0% | -7.2% | -9.6% |
| 6M | -30.6% | +5.5% | -36.1% | -35.4% |
| YTD | +130.6% | +10.3% | +120.3% | +106.6% |
| 1Y | +55.3% | +8.2% | +47.1% | +42.2% |
| 3Y | +1,755.6% | +59.0% | +1,696.5% | +1,118.9% |
| 5Y | +564.5% | +104.3% | +460.2% | +253.1% |
| All | +701.6% | +121.1% | +580.5% | +202.2% |
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