+96.7%
GD vs A
+13.7%
+83.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.8% |
| 7D | -3.9% | -5.2% | +1.3% | -3.0% |
| 30D | +8.1% | +1.4% | +6.6% | +7.7% |
| 3M | -6.8% | +21.9% | -28.7% | -10.6% |
| 6M | +3.0% | +46.7% | -43.7% | -5.3% |
| YTD | +7.8% | +27.2% | -19.4% | +2.0% |
| 1Y | +5.8% | +17.9% | -12.1% | +1.8% |
| 3Y | +55.3% | +61.1% | -5.8% | +36.7% |
| 5Y | +96.7% | +13.8% | +82.9% | +78.2% |
| All | +96.7% | +13.7% | +83.0% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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