+46.6%
DE vs GD
+8.1%
+38.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.9% |
| 7D | +3.3% | -1.9% | +5.2% | +3.7% |
| 30D | +10.7% | +10.9% | -0.2% | +7.7% |
| 3M | +13.1% | -6.8% | +19.9% | +15.6% |
| 6M | +20.2% | +7.0% | +13.2% | +17.3% |
| YTD | +48.9% | +11.1% | +37.8% | +45.2% |
| 1Y | +46.6% | +7.0% | +39.6% | +45.2% |
| All | +46.6% | +8.1% | +38.5% | +45.2% |
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