-52.1%
SE vs GD
+6.0%
-58.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.3% | -3.4% | -5.4% |
| 7D | -1.2% | -3.9% | +2.7% | -0.7% |
| 30D | -21.7% | +8.1% | -29.7% | -22.7% |
| 3M | -34.2% | -6.8% | -27.4% | -33.6% |
| 6M | -10.5% | +3.0% | -13.5% | -12.1% |
| YTD | -40.7% | +7.8% | -48.5% | -43.0% |
| 1Y | -52.1% | +5.8% | -57.9% | -53.5% |
| All | -52.1% | +6.0% | -58.0% | -53.5% |
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