+5.9%
GD vs CP
+32.2%
-26.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.4% |
| 7D | -5.0% | +2.8% | -7.7% | -5.3% |
| 30D | +8.9% | +10.2% | -1.3% | +7.5% |
| 3M | -8.0% | +2.4% | -10.4% | -8.4% |
| 6M | +2.9% | +7.7% | -4.8% | +1.6% |
| YTD | +7.1% | +26.0% | -18.9% | +0.9% |
| 1Y | +5.9% | +34.6% | -28.7% | -3.2% |
| All | +5.9% | +32.2% | -26.2% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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