+230.8%
GD vs P
+557.5%
-326.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.0% | +2.4% | -2.0% |
| 7D | +3.0% | -19.4% | +22.3% | +5.2% |
| 30D | +10.5% | -22.3% | +32.8% | +13.1% |
| 3M | -5.0% | +33.2% | -38.1% | -8.9% |
| 6M | +5.5% | +53.6% | -48.1% | -1.6% |
| YTD | +10.3% | +66.8% | -56.5% | +1.2% |
| 1Y | +8.2% | +17.5% | -9.4% | +2.7% |
| 3Y | +59.0% | +219.7% | -160.7% | +25.7% |
| 5Y | +104.3% | +307.8% | -203.5% | +51.2% |
| 10Y | +202.4% | +855.3% | -652.9% | +90.7% |
| All | +230.8% | +557.5% | -326.7% | +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