+120.2%
SPOT vs GD
+102.9%
+17.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -3.0% | +0.6% | -3.6% | -3.2% |
| 30D | +15.2% | +9.5% | +5.7% | +11.6% |
| 3M | +21.6% | -5.8% | +27.4% | +23.9% |
| 6M | +45.2% | +7.7% | +37.5% | +41.0% |
| YTD | +4.9% | +11.1% | -6.2% | +0.2% |
| 1Y | -4.8% | +6.1% | -10.8% | -7.5% |
| 3Y | +256.3% | +59.8% | +196.4% | +185.5% |
| 5Y | +120.2% | +104.6% | +15.6% | +50.7% |
| All | +120.2% | +102.9% | +17.3% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling