+25.1%
RF vs GD
+9.0%
+16.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +2.1% |
| 7D | +2.3% | +3.0% | -0.7% | +1.4% |
| 30D | +7.2% | +10.5% | -3.3% | +4.5% |
| 3M | -8.2% | -5.0% | -3.3% | -7.4% |
| 6M | +7.0% | +5.5% | +1.5% | +5.3% |
| YTD | +10.3% | +10.3% | 0.0% | +5.5% |
| 1Y | +25.1% | +8.2% | +16.9% | +21.0% |
| All | +25.1% | +9.0% | +16.1% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling