-12.4%
EW vs GD
+100.7%
-113.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.0% |
| 7D | +9.3% | -1.9% | +11.2% | +9.7% |
| 30D | +22.1% | +10.9% | +11.1% | +19.0% |
| 3M | +13.0% | -6.8% | +19.8% | +14.7% |
| 6M | +30.1% | +7.0% | +23.1% | +27.5% |
| YTD | +22.0% | +11.1% | +10.9% | +18.2% |
| 1Y | +23.7% | +7.0% | +16.7% | +21.1% |
| 3Y | +62.0% | +59.9% | +2.1% | +37.3% |
| 5Y | -12.4% | +102.5% | -114.9% | -36.8% |
| All | -12.4% | +100.7% | -113.1% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling