-4.8%
SPOT vs GD
+7.0%
-11.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -3.0% | +0.6% | -3.6% | -3.1% |
| 30D | +15.2% | +9.5% | +5.7% | +12.7% |
| 3M | +21.6% | -5.8% | +27.4% | +22.2% |
| 6M | +45.2% | +7.7% | +37.5% | +42.4% |
| YTD | +4.9% | +11.1% | -6.2% | -0.2% |
| 1Y | -4.8% | +6.1% | -10.8% | -7.1% |
| All | -4.8% | +7.0% | -11.7% | -7.1% |
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 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