+96.7%
GD vs P
+237.3%
-140.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -16.4% | +14.1% | -1.4% |
| 7D | -3.9% | -31.9% | +28.0% | -2.0% |
| 30D | +8.1% | -36.5% | +44.6% | +10.5% |
| 3M | -6.8% | +11.6% | -18.4% | -8.1% |
| 6M | +3.0% | +25.2% | -22.2% | +0.2% |
| YTD | +7.8% | +39.4% | -31.7% | +3.6% |
| 1Y | +5.8% | -3.7% | +9.5% | +4.0% |
| 3Y | +55.3% | +167.3% | -112.0% | +34.7% |
| 5Y | +96.7% | +237.3% | -140.7% | +62.0% |
| All | +96.7% | +237.3% | -140.7% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 5y: compounded portfolio wealth divided by compounded P 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…
5y analysis · Full analysis span regression · 6 months rolling