-77.1%
SE vs GD
+100.7%
-177.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -2.1% |
| 7D | 0.0% | -1.9% | +1.9% | +0.8% |
| 30D | -19.4% | +10.9% | -30.3% | -23.2% |
| 3M | -33.1% | -6.8% | -26.3% | -31.2% |
| 6M | -11.4% | +7.0% | -18.5% | -14.9% |
| YTD | -39.8% | +11.1% | -50.9% | -43.6% |
| 1Y | -50.5% | +7.0% | -57.5% | -52.7% |
| 3Y | +68.9% | +59.9% | +8.9% | +24.7% |
| 5Y | -77.1% | +102.5% | -179.6% | -86.2% |
| All | -77.1% | +100.7% | -177.8% | -86.2% |
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 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