+2,498.9%
MAR vs GD
+2,743.6%
-244.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +1.0% |
| 7D | -4.2% | -5.3% | +1.1% | -1.5% |
| 30D | -6.7% | -6.4% | -0.2% | -3.5% |
| 3M | -12.5% | +5.7% | -18.2% | -15.2% |
| 6M | +0.6% | -0.9% | +1.5% | +0.4% |
| YTD | +9.1% | +8.2% | +1.0% | +3.6% |
| 1Y | +26.2% | +13.4% | +12.8% | +16.8% |
| 3Y | +68.2% | +68.5% | -0.3% | +24.7% |
| 5Y | +163.9% | +97.2% | +66.8% | +78.3% |
| 10Y | +420.6% | +190.2% | +230.4% | +188.8% |
| All | +2,498.9% | +2,743.6% | -244.7% | +617.6% |
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