+589.4%
SE vs GD
+105.4%
+484.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.1% |
| 7D | -6.1% | -5.3% | -0.8% | -3.9% |
| 30D | -2.5% | -6.4% | +4.0% | +0.2% |
| 3M | +21.7% | +5.7% | +16.0% | +18.3% |
| 6M | +27.0% | -0.9% | +27.9% | +26.6% |
| YTD | -12.1% | +8.2% | -20.3% | -16.0% |
| 1Y | -40.9% | +13.4% | -54.3% | -44.7% |
| 3Y | +191.0% | +68.5% | +122.5% | +123.0% |
| 5Y | -68.3% | +97.2% | -165.4% | -77.2% |
| All | +589.4% | +105.4% | +484.0% | +383.7% |
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