-0.3%
SPOT vs GD
+9.0%
-9.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.6% | +7.2% | +5.2% |
| 7D | +16.6% | +3.0% | +13.6% | +15.6% |
| 30D | +29.9% | +10.5% | +19.4% | +26.9% |
| 3M | +31.3% | -5.0% | +36.2% | +31.9% |
| 6M | +43.2% | +5.5% | +37.7% | +41.1% |
| YTD | +8.1% | +10.3% | -2.3% | +2.9% |
| 1Y | -0.3% | +8.2% | -8.5% | -4.5% |
| All | -0.3% | +9.0% | -9.3% | -4.5% |
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