+70.1%
SE vs GD
+55.3%
+14.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.3% | -3.4% | -5.0% |
| 7D | -1.2% | -3.9% | +2.7% | -0.1% |
| 30D | -21.7% | +8.1% | -29.7% | -23.5% |
| 3M | -34.2% | -6.8% | -27.4% | -33.0% |
| 6M | -10.5% | +3.0% | -13.5% | -12.0% |
| YTD | -40.7% | +7.8% | -48.5% | -42.7% |
| 1Y | -52.1% | +5.8% | -57.9% | -53.4% |
| All | +70.1% | +55.3% | +14.7% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling