+240.5%
SPOT vs GD
+68.4%
+172.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.8% |
| 7D | -0.9% | -5.3% | +4.3% | 0.0% |
| 30D | +12.5% | -6.4% | +18.9% | +13.9% |
| 3M | +9.9% | +5.7% | +4.2% | +8.6% |
| 6M | +1.6% | -0.9% | +2.5% | +1.5% |
| YTD | -6.6% | +8.2% | -14.8% | -8.4% |
| 1Y | -22.9% | +13.4% | -36.4% | -25.3% |
| All | +240.5% | +68.4% | +172.1% | +228.5% |
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