+5.5%
GD vs BR
-10.8%
+16.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.2% | +2.1% |
| 7D | -3.0% | +4.4% | -7.5% | -3.7% |
| 30D | +9.3% | +16.3% | -7.0% | +6.7% |
| 3M | -7.2% | +16.2% | -23.4% | -9.4% |
| 6M | +5.5% | +30.3% | -24.9% | +0.7% |
| YTD | +9.5% | -12.2% | +21.7% | +13.4% |
| All | +5.5% | -10.8% | +16.3% | +8.9% |
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