+44.1%
PL vs BG
+34.9%
+9.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | +5.6% | +5.0% | +0.7% | +4.8% |
| 30D | -16.9% | -3.2% | -13.7% | -16.6% |
| 3M | -38.2% | -11.2% | -27.0% | -37.1% |
| 6M | -63.4% | -19.4% | -44.0% | -62.2% |
| YTD | -27.6% | +13.6% | -41.3% | -29.8% |
| 1Y | +6.6% | +7.3% | -0.7% | +4.3% |
| 3Y | +557.6% | +3.8% | +553.8% | +544.7% |
| 5Y | +39.5% | +23.2% | +16.3% | +27.9% |
| All | +44.1% | +34.9% | +9.3% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling