+257.9%
SPOT vs GD
+58.2%
+199.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | +1.6% | +2.7% | -1.1% | +0.9% |
| 30D | +16.9% | +8.6% | +8.3% | +14.5% |
| 3M | +23.0% | -7.1% | +30.0% | +24.9% |
| 6M | +42.2% | +7.5% | +34.7% | +39.2% |
| YTD | +5.5% | +9.9% | -4.4% | +2.2% |
| 1Y | -5.1% | +7.6% | -12.6% | -7.5% |
| 3Y | +257.9% | +56.2% | +201.7% | +190.6% |
| All | +257.9% | +58.2% | +199.7% | +190.6% |
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