-0.9%
GD vs Q
+1.4%
-2.3%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -1.8% |
| 7D | -5.3% | +0.2% | -5.5% | -5.2% |
| 30D | -6.4% | -11.1% | +4.7% | -6.4% |
| 3M | +5.7% | -22.1% | +27.8% | +4.7% |
| 6M | -0.9% | +0.5% | -1.4% | -4.3% |
| All | -0.9% | +1.4% | -2.3% | -4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling