+5.5%
GD vs Q
+32.1%
-26.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.9% | -4.7% | +2.0% |
| 7D | -3.0% | +8.4% | -11.5% | -3.3% |
| 30D | +9.3% | -1.2% | +10.5% | +9.3% |
| 3M | -7.2% | -9.3% | +2.1% | -6.9% |
| 6M | +5.5% | -15.0% | +20.4% | +4.9% |
| YTD | +9.5% | +53.5% | -44.0% | -1.5% |
| All | +5.5% | +32.1% | -26.6% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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