+44.9%
C vs GD
+13.1%
+31.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | +3.6% | -5.3% | +8.9% | +5.4% |
| 30D | +0.1% | -6.4% | +6.5% | +2.2% |
| 3M | +2.4% | +5.7% | -3.3% | +0.6% |
| 6M | +24.9% | -0.9% | +25.9% | +27.2% |
| YTD | +19.8% | +8.2% | +11.6% | +16.4% |
| 1Y | +44.9% | +13.4% | +31.4% | +41.7% |
| All | +44.9% | +13.1% | +31.7% | +41.7% |
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