-11.4%
F vs GD
+97.4%
-108.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | +0.1% |
| 7D | +1.4% | -3.9% | +5.3% | +3.4% |
| 30D | +2.0% | +8.1% | -6.0% | -2.2% |
| 3M | -10.4% | -6.8% | -3.6% | -7.3% |
| 6M | +9.7% | +3.0% | +6.7% | +7.0% |
| YTD | -1.2% | +7.8% | -9.0% | -7.1% |
| 1Y | 0.0% | +5.8% | -5.8% | -4.9% |
| 3Y | +41.1% | +55.3% | -14.2% | +1.9% |
| 5Y | -11.4% | +96.7% | -108.1% | -51.6% |
| All | -11.4% | +97.4% | -108.8% | -51.6% |
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