+1,163.5%
C vs GD
+20,186.5%
-19,023.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.7% |
| 7D | +3.6% | -5.3% | +8.9% | +6.7% |
| 30D | +0.1% | -6.4% | +6.5% | +3.7% |
| 3M | +2.4% | +5.7% | -3.3% | -1.0% |
| 6M | +24.9% | -0.9% | +25.9% | +24.5% |
| YTD | +19.8% | +8.2% | +11.6% | +13.5% |
| 1Y | +44.9% | +13.4% | +31.4% | +33.5% |
| 3Y | +263.0% | +68.5% | +194.5% | +164.9% |
| 5Y | +129.5% | +97.2% | +32.4% | +51.9% |
| 10Y | +291.6% | +190.2% | +101.4% | +116.0% |
| All | +1,163.5% | +20,186.5% | -19,023.0% | +232.4% |
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