+52.3%
GM vs ED
+12.4%
+39.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +0.3% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | -1.6% | -0.1% | -1.4% | -1.6% |
| 3M | +5.7% | +3.9% | +1.8% | +6.7% |
| 6M | +12.2% | -3.0% | +15.2% | +11.3% |
| YTD | +8.4% | +10.7% | -2.3% | +11.6% |
| 1Y | +52.3% | +13.3% | +39.0% | +55.8% |
| All | +52.3% | +12.4% | +39.9% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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