+48.4%
MAR vs GD
+5.9%
+42.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.6% | +2.7% | -1.0% | +1.1% |
| 30D | +13.8% | +8.6% | +5.2% | +12.1% |
| 3M | +20.3% | -7.1% | +27.3% | +21.7% |
| 6M | +21.3% | +7.5% | +13.9% | +19.7% |
| YTD | +37.2% | +9.9% | +27.3% | +34.6% |
| 1Y | +48.4% | +7.6% | +40.9% | +46.8% |
| All | +48.4% | +5.9% | +42.6% | +46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling