+1,050.7%
C vs GD
+20,595.6%
-19,544.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.2% | +3.1% |
| 7D | +1.1% | +3.0% | -1.9% | -0.7% |
| 30D | -2.4% | +10.5% | -13.0% | -7.8% |
| 3M | -8.4% | -5.0% | -3.4% | -6.0% |
| 6M | +0.3% | +5.5% | -5.1% | -3.2% |
| YTD | +9.1% | +10.3% | -1.2% | +2.0% |
| 1Y | +26.0% | +8.2% | +17.9% | +19.1% |
| 3Y | +221.2% | +59.0% | +162.1% | +142.6% |
| 5Y | +120.4% | +104.3% | +16.2% | +42.7% |
| 10Y | +250.6% | +202.4% | +48.2% | +89.0% |
| All | +1,050.7% | +20,595.6% | -19,544.9% | +198.8% |
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