+7.0%
GD vs BR
-10.5%
+17.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | -1.9% | +5.0% | -6.9% | -2.6% |
| 30D | +10.9% | +16.6% | -5.7% | +8.3% |
| 3M | -6.8% | +12.0% | -18.7% | -8.5% |
| 6M | +7.0% | +30.7% | -23.7% | +2.2% |
| YTD | +11.1% | -11.9% | +23.1% | +15.1% |
| 1Y | +7.0% | -11.6% | +18.6% | +10.5% |
| All | +7.0% | -10.5% | +17.6% | +10.5% |
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