+124.5%
MAR vs GD
+55.3%
+69.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.0% |
| 7D | +4.4% | -3.9% | +8.3% | +5.8% |
| 30D | +15.5% | +8.1% | +7.4% | +12.3% |
| 3M | +15.7% | -6.8% | +22.5% | +18.4% |
| 6M | +18.2% | +3.0% | +15.2% | +16.4% |
| YTD | +35.3% | +7.8% | +27.5% | +30.3% |
| 1Y | +48.6% | +5.8% | +42.8% | +44.3% |
| All | +124.5% | +55.3% | +69.2% | +80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling