+12.4%
GD vs BG
+50.6%
-38.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.1% | -1.0% |
| 7D | -3.5% | +2.4% | -5.8% | -3.6% |
| 30D | -9.0% | +15.0% | -24.1% | -9.9% |
| 3M | +5.1% | -0.7% | +5.7% | +4.8% |
| 6M | -1.0% | +7.5% | -8.5% | -1.8% |
| YTD | +7.3% | +41.6% | -34.3% | +4.9% |
| 1Y | +12.4% | +50.7% | -38.2% | +10.5% |
| All | +12.4% | +50.6% | -38.2% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling