+13.4%
GD vs BR
-29.1%
+42.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.2% |
| 7D | -5.3% | -5.3% | 0.0% | -4.4% |
| 30D | -6.4% | +6.4% | -12.9% | -7.5% |
| 3M | +5.7% | +13.6% | -7.9% | +3.0% |
| 6M | -0.9% | -6.7% | +5.8% | -0.1% |
| YTD | +8.2% | -21.1% | +29.3% | +15.8% |
| 1Y | +13.4% | -29.6% | +43.0% | +28.8% |
| All | +13.4% | -29.1% | +42.5% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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