+53.9%
F vs GD
+97.9%
-44.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.2% | +2.4% |
| 7D | +5.3% | -5.3% | +10.6% | +8.2% |
| 30D | +4.6% | -6.4% | +11.0% | +8.1% |
| 3M | -3.7% | +5.7% | -9.4% | -7.1% |
| 6M | +16.8% | -0.9% | +17.8% | +16.6% |
| YTD | +15.3% | +8.2% | +7.1% | +8.5% |
| 1Y | +31.0% | +13.4% | +17.6% | +19.9% |
| 3Y | +45.4% | +68.5% | -23.1% | -0.2% |
| All | +53.9% | +97.9% | -44.0% | -10.2% |
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