+47.1%
RF vs GD
+101.6%
-54.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +2.8% |
| 7D | +2.3% | +3.0% | -0.7% | +0.6% |
| 30D | +7.2% | +10.5% | -3.3% | +1.8% |
| 3M | -8.2% | -5.0% | -3.3% | -6.0% |
| 6M | +7.0% | +5.5% | +1.5% | +3.4% |
| YTD | +10.3% | +10.3% | 0.0% | +3.1% |
| 1Y | +25.1% | +8.2% | +16.9% | +18.2% |
| 3Y | +110.3% | +59.0% | +51.3% | +54.3% |
| 5Y | +47.1% | +104.3% | -57.2% | -15.3% |
| All | +47.1% | +101.6% | -54.5% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling