+5.5%
GD vs P
+54.9%
-49.4%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.0% | +2.4% | -2.7% |
| 7D | +3.0% | -19.4% | +22.3% | +2.2% |
| 30D | +10.5% | -22.3% | +32.8% | +9.7% |
| 3M | -5.0% | +33.2% | -38.1% | -4.2% |
| 6M | +5.5% | +53.6% | -48.1% | +7.0% |
| All | +5.5% | +54.9% | -49.4% | +7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling