+96.7%
GD vs AR
+75.2%
+21.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -2.0% |
| 7D | -3.9% | -11.7% | +7.8% | -2.5% |
| 30D | +8.1% | +1.8% | +6.2% | +7.8% |
| 3M | -6.8% | +6.0% | -12.7% | -7.6% |
| 6M | +3.0% | -7.0% | +10.0% | +3.5% |
| YTD | +7.8% | +5.6% | +2.2% | +6.1% |
| 1Y | +5.8% | +10.8% | -5.0% | +3.4% |
| 3Y | +55.3% | +19.3% | +36.0% | +46.6% |
| 5Y | +96.7% | +73.3% | +23.4% | +72.2% |
| All | +96.7% | +75.2% | +21.5% | +72.2% |
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