+5.8%
GD vs XE
-65.3%
+71.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.1% | -1.2% |
| 7D | +1.9% | +25.1% | -23.2% | +1.7% |
| 30D | +9.2% | -11.5% | +20.7% | +9.2% |
| 3M | -7.5% | -44.7% | +37.2% | -7.1% |
| 6M | +5.8% | -64.5% | +70.3% | +4.0% |
| All | +5.8% | -65.3% | +71.1% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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