+48.4%
IR vs GD
+97.9%
-49.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.0% | +2.2% |
| 7D | -2.8% | -5.3% | +2.4% | +0.1% |
| 30D | -15.1% | -6.4% | -8.7% | -12.0% |
| 3M | +6.1% | +5.7% | +0.4% | +2.5% |
| 6M | -16.8% | -0.9% | -15.9% | -16.7% |
| YTD | -3.5% | +8.2% | -11.7% | -8.5% |
| 1Y | -3.5% | +13.4% | -16.9% | -11.0% |
| 3Y | +9.5% | +68.5% | -59.0% | -20.8% |
| All | +48.4% | +97.9% | -49.5% | -3.5% |
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