+13.4%
GD vs M
+46.1%
-32.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -1.9% |
| 7D | -5.3% | +4.7% | -10.0% | -5.5% |
| 30D | -6.4% | -9.6% | +3.2% | -6.0% |
| 3M | +5.7% | +0.9% | +4.9% | +5.4% |
| 6M | -0.9% | +22.3% | -23.2% | -2.3% |
| YTD | +8.2% | +6.5% | +1.6% | +7.8% |
| 1Y | +13.4% | +38.8% | -25.3% | +8.0% |
| All | +13.4% | +46.1% | -32.7% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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