+44.1%
IR vs GD
+94.5%
-50.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.7% |
| 7D | +3.7% | -5.0% | +8.6% | +6.6% |
| 30D | +7.4% | +8.9% | -1.5% | +2.5% |
| 3M | -5.9% | -8.0% | +2.1% | -1.6% |
| 6M | +5.6% | +2.9% | +2.7% | +3.4% |
| YTD | +4.8% | +7.1% | -2.2% | -0.1% |
| 1Y | +6.9% | +5.9% | +1.0% | +2.5% |
| 3Y | +27.6% | +53.9% | -26.3% | -2.7% |
| All | +44.1% | +94.5% | -50.4% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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