+7,126.9%
EW vs GD
+2,538.2%
+4,588.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.6% | +7.0% | +5.2% |
| 7D | +8.3% | +3.0% | +5.3% | +7.2% |
| 30D | +13.9% | +10.5% | +3.4% | +10.4% |
| 3M | +10.9% | -5.0% | +15.9% | +12.5% |
| 6M | +19.2% | +5.5% | +13.8% | +16.9% |
| YTD | +16.6% | +10.3% | +6.2% | +12.2% |
| 1Y | +18.1% | +8.2% | +9.9% | +14.4% |
| 3Y | +48.2% | +59.0% | -10.9% | +25.0% |
| 5Y | -15.3% | +104.3% | -119.6% | -34.6% |
| 10Y | +232.6% | +202.4% | +30.2% | +125.8% |
| All | +7,126.9% | +2,538.2% | +4,588.7% | +3,632.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling