-15.0%
EW vs GD
+97.4%
-112.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.0% |
| 7D | +6.8% | -3.9% | +10.7% | +7.7% |
| 30D | +16.6% | +8.1% | +8.5% | +14.3% |
| 3M | +13.3% | -6.8% | +20.1% | +15.0% |
| 6M | +21.6% | +3.0% | +18.6% | +20.3% |
| YTD | +18.3% | +7.8% | +10.5% | +15.4% |
| 1Y | +21.7% | +5.8% | +15.9% | +19.4% |
| 3Y | +50.3% | +55.3% | -5.0% | +28.2% |
| 5Y | -15.0% | +96.7% | -111.7% | -38.5% |
| All | -15.0% | +97.4% | -112.4% | -38.5% |
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