+113.4%
GD vs S
-56.8%
+170.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.8% |
| 7D | -5.3% | -7.7% | +2.5% | -5.0% |
| 30D | -6.4% | -5.3% | -1.1% | -6.3% |
| 3M | +5.7% | +20.3% | -14.6% | +4.8% |
| 6M | -0.9% | +47.4% | -48.3% | -2.7% |
| YTD | +8.2% | +32.5% | -24.4% | +6.6% |
| 1Y | +13.4% | +9.5% | +3.9% | +12.4% |
| 3Y | +68.5% | +15.5% | +53.0% | +65.9% |
| 5Y | +97.2% | -71.2% | +168.4% | +92.2% |
| All | +113.4% | -56.8% | +170.2% | +113.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling