+5,283.0%
O vs GD
+6,220.6%
-937.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.3% |
| 7D | +4.5% | -3.9% | +8.4% | +5.9% |
| 30D | +10.2% | +8.1% | +2.1% | +7.2% |
| 3M | -3.8% | -6.8% | +3.0% | -1.6% |
| 6M | -3.8% | +3.0% | -6.8% | -5.2% |
| YTD | +10.3% | +7.8% | +2.6% | +6.5% |
| 1Y | +11.9% | +5.8% | +6.1% | +8.7% |
| 3Y | +38.1% | +55.3% | -17.2% | +15.7% |
| 5Y | +11.1% | +96.7% | -85.6% | -15.2% |
| 10Y | +72.7% | +195.4% | -122.6% | +12.7% |
| All | +5,283.0% | +6,220.6% | -937.6% | +1,921.3% |
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