+54.9%
GD vs S
+32.3%
+22.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.8% | +6.5% | -1.8% |
| 7D | -3.9% | -16.7% | +12.8% | -2.9% |
| 30D | +8.1% | -17.0% | +25.0% | +9.2% |
| 3M | -6.8% | +2.0% | -8.8% | -7.2% |
| 6M | +3.0% | +35.1% | -32.1% | +0.3% |
| YTD | +7.8% | +42.8% | -35.0% | +4.1% |
| 1Y | +5.8% | +27.7% | -21.9% | +2.9% |
| All | +54.9% | +32.3% | +22.5% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling