+14.5%
NET vs GD
+9.0%
+5.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -1.9% |
| 7D | -16.4% | +3.0% | -19.3% | -17.1% |
| 30D | -25.8% | +10.5% | -36.4% | -28.3% |
| 3M | -11.5% | -5.0% | -6.6% | -9.4% |
| 6M | +18.9% | +5.5% | +13.4% | +16.0% |
| YTD | +35.2% | +10.3% | +24.9% | +27.2% |
| 1Y | +14.5% | +8.2% | +6.3% | +10.8% |
| All | +14.5% | +9.0% | +5.5% | +10.8% |
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