-68.1%
SE vs GD
+97.9%
-166.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.1% |
| 7D | -6.1% | -5.3% | -0.8% | -3.8% |
| 30D | -2.5% | -6.4% | +4.0% | +0.3% |
| 3M | +21.7% | +5.7% | +16.0% | +17.9% |
| 6M | +27.0% | -0.9% | +27.9% | +26.8% |
| YTD | -12.1% | +8.2% | -20.3% | -16.4% |
| 1Y | -40.9% | +13.4% | -54.3% | -45.2% |
| 3Y | +191.0% | +68.5% | +122.5% | +108.0% |
| All | -68.1% | +97.9% | -166.0% | -79.1% |
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