+518.0%
D vs BG
+940.3%
-422.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.6% |
| 7D | -2.4% | +3.4% | -5.8% | -3.0% |
| 30D | +9.0% | -3.8% | +12.8% | +9.6% |
| 3M | +1.0% | -9.6% | +10.5% | +2.5% |
| 6M | +11.0% | -19.5% | +30.5% | +14.5% |
| YTD | +19.8% | +14.6% | +5.2% | +16.2% |
| 1Y | +16.0% | +6.6% | +9.3% | +13.9% |
| 3Y | +74.4% | +4.7% | +69.7% | +69.7% |
| 5Y | +13.5% | +22.1% | -8.5% | +6.1% |
| 10Y | +48.4% | +109.2% | -60.8% | +20.8% |
| All | +518.0% | +940.3% | -422.3% | +320.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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