+56.0%
GD vs BG
+4.7%
+51.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | +1.9% | +1.5% | +0.4% | +1.8% |
| 30D | +9.2% | -7.0% | +16.3% | +10.0% |
| 3M | -7.5% | -10.0% | +2.5% | -6.7% |
| 6M | +5.8% | -19.8% | +25.6% | +7.8% |
| YTD | +9.8% | +14.3% | -4.5% | +7.2% |
| 1Y | +5.8% | +6.5% | -0.7% | +4.0% |
| All | +56.0% | +4.7% | +51.3% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling