+224.3%
GD vs P
+485.4%
-261.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -1.9% |
| 7D | -5.3% | +6.5% | -11.8% | -5.9% |
| 30D | -6.4% | +18.8% | -25.3% | -8.5% |
| 3M | +5.7% | +26.7% | -21.0% | +2.1% |
| 6M | -0.9% | +62.2% | -63.1% | -7.8% |
| YTD | +8.2% | +48.5% | -40.3% | +1.2% |
| 1Y | +13.4% | +26.4% | -13.0% | +7.1% |
| 3Y | +68.5% | +159.4% | -90.9% | +37.6% |
| 5Y | +97.2% | +275.8% | -178.6% | +47.9% |
| 10Y | +190.2% | +732.0% | -541.8% | +86.8% |
| All | +224.3% | +485.4% | -261.1% | +107.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling