+97.2%
GD vs AR
+143.7%
-46.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -5.3% | +2.5% | -7.8% | -5.5% |
| 30D | -6.4% | +14.8% | -21.2% | -8.0% |
| 3M | +5.7% | +6.2% | -0.5% | +4.8% |
| 6M | -0.9% | +4.3% | -5.2% | -1.9% |
| YTD | +8.2% | +14.4% | -6.2% | +5.7% |
| 1Y | +13.4% | +21.3% | -7.9% | +9.7% |
| 3Y | +68.5% | +39.8% | +28.7% | +56.0% |
| All | +97.2% | +143.7% | -46.5% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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