+52.3%
GM vs DE
+49.4%
+2.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +1.7% | +10.0% | -8.3% | -0.1% |
| 30D | -1.6% | +13.3% | -14.9% | -3.9% |
| 3M | +5.7% | +17.5% | -11.8% | +2.6% |
| 6M | +12.2% | +13.6% | -1.4% | +9.0% |
| YTD | +8.4% | +49.8% | -41.4% | +0.5% |
| 1Y | +52.3% | +47.9% | +4.4% | +40.6% |
| All | +52.3% | +49.4% | +2.9% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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