+92.4%
GD vs IOT
+61.4%
+30.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.7% | -5.5% | -1.9% |
| 7D | -5.3% | -2.3% | -2.9% | -5.2% |
| 30D | -6.4% | +3.8% | -10.2% | -6.6% |
| 3M | +5.7% | +14.2% | -8.5% | +4.9% |
| 6M | -0.9% | +40.1% | -41.1% | -2.8% |
| YTD | +8.2% | +13.4% | -5.2% | +6.9% |
| 1Y | +13.4% | +12.2% | +1.3% | +12.0% |
| 3Y | +68.5% | +30.0% | +38.5% | +63.8% |
| All | +92.4% | +61.4% | +30.9% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 all: compounded portfolio wealth divided by compounded IOT 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…
all analysis · Full analysis span regression · 6 months rolling