+1,514.2%
RF vs GD
+20,186.5%
-18,672.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.8% |
| 7D | +1.3% | -5.3% | +6.6% | +4.0% |
| 30D | -3.6% | -6.4% | +2.8% | -0.5% |
| 3M | +8.1% | +5.7% | +2.4% | +4.8% |
| 6M | +11.5% | -0.9% | +12.4% | +11.1% |
| YTD | +15.6% | +8.2% | +7.4% | +10.0% |
| 1Y | +15.7% | +13.4% | +2.3% | +7.5% |
| 3Y | +86.9% | +68.5% | +18.4% | +41.5% |
| 5Y | +89.8% | +97.2% | -7.3% | +33.2% |
| 10Y | +344.7% | +190.2% | +154.5% | +170.4% |
| All | +1,514.2% | +20,186.5% | -18,672.4% | +425.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling