-26.3%
EW vs GD
+97.9%
-124.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.6% |
| 7D | -0.3% | -5.3% | +4.9% | +0.9% |
| 30D | +1.0% | -6.4% | +7.5% | +2.6% |
| 3M | +2.8% | +5.7% | -2.9% | +1.2% |
| 6M | +5.5% | -0.9% | +6.4% | +5.6% |
| YTD | +5.5% | +8.2% | -2.7% | +2.9% |
| 1Y | +11.0% | +13.4% | -2.4% | +6.9% |
| 3Y | +17.7% | +68.5% | -50.8% | -3.4% |
| All | -26.3% | +97.9% | -124.2% | -46.3% |
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