+41.3%
GD vs AS
+120.4%
-79.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.6% | -5.3% | -2.0% |
| 7D | -5.3% | -4.9% | -0.4% | -5.0% |
| 30D | -6.4% | -19.6% | +13.2% | -5.4% |
| 3M | +5.7% | -14.4% | +20.1% | +6.4% |
| 6M | -0.9% | -20.1% | +19.2% | -0.1% |
| YTD | +8.2% | -20.9% | +29.1% | +9.1% |
| 1Y | +13.4% | -21.9% | +35.3% | +14.4% |
| All | +41.3% | +120.4% | -79.1% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling