+53.9%
GD vs BR
+13.3%
+40.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.2% |
| 7D | -5.0% | +6.5% | -11.4% | -6.6% |
| 30D | +8.9% | +18.9% | -10.0% | +4.0% |
| 3M | -8.0% | +16.3% | -24.3% | -11.8% |
| 6M | +2.9% | +26.2% | -23.3% | -3.9% |
| YTD | +7.1% | -13.1% | +20.2% | +12.4% |
| 1Y | +5.9% | -10.5% | +16.4% | +9.9% |
| 3Y | +53.9% | +13.3% | +40.5% | +46.6% |
| All | +53.9% | +13.3% | +40.6% | +46.6% |
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