+52.2%
EW vs GD
+54.3%
-2.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +2.0% | +1.4% |
| 7D | +11.0% | -5.0% | +16.0% | +11.5% |
| 30D | +19.1% | +8.9% | +10.1% | +18.0% |
| 3M | +14.4% | -8.0% | +22.4% | +15.1% |
| 6M | +22.8% | +2.9% | +19.9% | +22.2% |
| YTD | +19.8% | +7.1% | +12.7% | +19.1% |
| 1Y | +23.9% | +5.9% | +18.0% | +23.3% |
| 3Y | +52.2% | +53.9% | -1.6% | +52.9% |
| All | +52.2% | +54.3% | -2.1% | +52.9% |
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