+452.2%
GD vs AR
-30.9%
+483.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.3% | +3.7% | -2.0% |
| 7D | +3.0% | -11.1% | +14.1% | +4.1% |
| 30D | +10.5% | +7.9% | +2.6% | +9.7% |
| 3M | -5.0% | +4.9% | -9.8% | -5.5% |
| 6M | +5.5% | -5.3% | +10.8% | +5.7% |
| YTD | +10.3% | +8.6% | +1.7% | +8.8% |
| 1Y | +8.2% | +13.7% | -5.5% | +6.0% |
| 3Y | +59.0% | +22.8% | +36.3% | +52.4% |
| 5Y | +104.3% | +82.0% | +22.3% | +85.2% |
| 10Y | +202.4% | +51.8% | +150.6% | +144.4% |
| All | +452.2% | -30.9% | +483.1% | +377.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling