+11.5%
RF vs GD
-0.9%
+12.4%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.2% |
| 7D | +1.3% | -5.3% | +6.6% | +2.3% |
| 30D | -3.6% | -6.4% | +2.8% | -2.5% |
| 3M | +8.1% | +5.7% | +2.4% | +7.1% |
| 6M | +11.5% | -0.9% | +12.4% | +14.7% |
| All | +11.5% | -0.9% | +12.4% | +14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling