+75.8%
GM vs DE
+97.2%
-21.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -2.4% | -2.6% | +0.1% | -1.4% |
| 30D | -1.1% | +9.0% | -10.1% | -4.9% |
| 3M | +6.1% | +19.1% | -13.0% | -2.1% |
| 6M | +15.0% | +14.4% | +0.6% | +7.5% |
| YTD | +6.0% | +45.9% | -40.0% | -12.5% |
| 1Y | +47.1% | +43.6% | +3.5% | +21.9% |
| 3Y | +170.5% | +75.9% | +94.6% | +98.0% |
| All | +75.8% | +97.2% | -21.4% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling