+291.3%
IR vs GD
+126.5%
+164.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.0% | +2.4% |
| 7D | -2.8% | -5.3% | +2.4% | +0.7% |
| 30D | -15.1% | -6.4% | -8.7% | -11.4% |
| 3M | +6.1% | +5.7% | +0.4% | +1.8% |
| 6M | -16.8% | -0.9% | -15.9% | -17.1% |
| YTD | -3.5% | +8.2% | -11.7% | -9.7% |
| 1Y | -3.5% | +13.4% | -16.9% | -12.6% |
| 3Y | +9.5% | +68.5% | -59.0% | -26.3% |
| 5Y | +45.1% | +97.2% | -52.1% | -14.2% |
| All | +291.3% | +126.5% | +164.8% | +103.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling