+4.5%
EXC vs GD
+6.0%
-1.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +3.0% | +1.0% |
| 7D | +1.4% | -3.9% | +5.3% | +2.1% |
| 30D | +11.6% | +8.1% | +3.6% | +10.1% |
| 3M | +2.7% | -6.8% | +9.4% | +3.4% |
| 6M | +2.7% | +3.0% | -0.3% | +2.0% |
| YTD | +9.7% | +7.8% | +1.9% | +9.6% |
| 1Y | +4.5% | +5.8% | -1.3% | +4.7% |
| All | +4.5% | +6.0% | -1.4% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling