+26.0%
C vs GD
+9.0%
+17.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.2% | +2.4% |
| 7D | +1.1% | +3.0% | -1.9% | 0.0% |
| 30D | -2.4% | +10.5% | -13.0% | -5.6% |
| 3M | -8.4% | -5.0% | -3.4% | -7.1% |
| 6M | +0.3% | +5.5% | -5.1% | -1.5% |
| YTD | +9.1% | +10.3% | -1.2% | +4.8% |
| 1Y | +26.0% | +8.2% | +17.9% | +22.7% |
| All | +26.0% | +9.0% | +17.0% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling