+56.2%
GD vs BR
+14.9%
+41.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +2.7% | +1.1% | +1.6% | +2.4% |
| 30D | +8.6% | +14.4% | -5.8% | +4.8% |
| 3M | -7.1% | +12.4% | -19.5% | -10.0% |
| 6M | +7.5% | +35.4% | -28.0% | -1.6% |
| YTD | +9.9% | -12.2% | +22.1% | +15.0% |
| 1Y | +7.6% | -12.7% | +20.3% | +12.8% |
| 3Y | +56.2% | +14.3% | +41.9% | +53.3% |
| All | +56.2% | +14.9% | +41.3% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling