+5,387.7%
O vs GD
+6,243.8%
-856.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.2% |
| 7D | -0.7% | -5.3% | +4.5% | +1.1% |
| 30D | -1.9% | -6.4% | +4.5% | +0.4% |
| 3M | +3.8% | +5.7% | -1.9% | +1.6% |
| 6M | -4.7% | -0.9% | -3.8% | -4.9% |
| YTD | +12.5% | +8.2% | +4.3% | +8.6% |
| 1Y | +10.8% | +13.4% | -2.6% | +5.1% |
| 3Y | +28.8% | +68.5% | -39.7% | +4.6% |
| 5Y | +13.2% | +97.2% | -84.0% | -13.6% |
| 10Y | +53.5% | +190.2% | -136.7% | +0.8% |
| All | +5,387.7% | +6,243.8% | -856.1% | +1,960.5% |
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