+40.4%
PL vs BG
+35.6%
+4.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | +22.3% | +1.5% | +20.8% | +22.0% |
| 30D | -8.3% | -7.0% | -1.3% | -7.2% |
| 3M | -43.3% | -10.0% | -33.3% | -42.4% |
| 6M | -65.8% | -19.8% | -46.0% | -64.6% |
| YTD | -29.5% | +14.3% | -43.8% | -31.7% |
| 1Y | +11.7% | +6.5% | +5.3% | +9.6% |
| 3Y | +540.6% | +4.4% | +536.2% | +527.4% |
| 5Y | +32.9% | +20.2% | +12.7% | +21.8% |
| All | +40.4% | +35.6% | +4.8% | +28.5% |
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