+260.6%
SPOT vs GD
+54.3%
+206.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.2% | -1.7% |
| 7D | +1.6% | -5.0% | +6.6% | +2.9% |
| 30D | +17.6% | +8.9% | +8.6% | +15.1% |
| 3M | +26.9% | -8.0% | +35.0% | +29.4% |
| 6M | +41.8% | +2.9% | +38.9% | +40.5% |
| YTD | +3.8% | +7.1% | -3.2% | +1.3% |
| 1Y | -2.5% | +5.9% | -8.4% | -4.5% |
| 3Y | +260.6% | +53.9% | +206.7% | +197.5% |
| All | +260.6% | +54.3% | +206.2% | +197.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling