+58.6%
GD vs CP
+29.6%
+29.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -3.3% |
| 7D | +3.0% | +5.6% | -2.6% | +1.8% |
| 30D | +10.5% | +10.0% | +0.5% | +8.3% |
| 3M | -5.0% | +4.4% | -9.4% | -5.9% |
| 6M | +5.5% | +14.1% | -8.6% | +2.2% |
| YTD | +10.3% | +29.1% | -18.7% | +3.2% |
| 1Y | +8.2% | +34.6% | -26.4% | +0.1% |
| All | +58.6% | +29.6% | +29.0% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling