+50.3%
EW vs GD
+55.3%
-5.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.7% |
| 7D | +6.8% | -3.9% | +10.7% | +7.1% |
| 30D | +16.6% | +8.1% | +8.5% | +15.6% |
| 3M | +13.3% | -6.8% | +20.1% | +13.9% |
| 6M | +21.6% | +3.0% | +18.6% | +21.0% |
| YTD | +18.3% | +7.8% | +10.5% | +17.5% |
| 1Y | +21.7% | +5.8% | +15.9% | +21.1% |
| All | +50.3% | +55.3% | -5.1% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling