+97.2%
GD vs A
-12.8%
+110.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -5.3% | -1.9% | -3.3% | -4.9% |
| 30D | -6.4% | +6.9% | -13.3% | -7.7% |
| 3M | +5.7% | +9.2% | -3.5% | +3.6% |
| 6M | -0.9% | +25.7% | -26.6% | -6.1% |
| YTD | +8.2% | +11.5% | -3.4% | +5.2% |
| 1Y | +13.4% | +18.4% | -4.9% | +8.8% |
| 3Y | +68.5% | +26.6% | +41.9% | +56.4% |
| All | +97.2% | -12.8% | +110.0% | +88.4% |
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