+38.1%
O vs GD
+54.3%
-16.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.6% |
| 7D | +3.7% | -5.0% | +8.7% | +4.7% |
| 30D | +11.2% | +8.9% | +2.3% | +9.2% |
| 3M | -4.0% | -8.0% | +4.1% | -2.5% |
| 6M | -5.2% | +2.9% | -8.1% | -6.0% |
| YTD | +9.5% | +7.1% | +2.4% | +7.4% |
| 1Y | +10.6% | +5.9% | +4.7% | +8.7% |
| 3Y | +38.1% | +53.9% | -15.7% | +25.0% |
| All | +38.1% | +54.3% | -16.2% | +25.0% |
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