+61.0%
T vs GD
+55.3%
+5.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | +4.3% | -3.9% | +8.2% | +4.7% |
| 30D | -9.7% | +8.1% | -17.7% | -10.4% |
| 3M | -4.3% | -6.8% | +2.5% | -3.8% |
| 6M | -13.7% | +3.0% | -16.7% | -13.8% |
| YTD | -8.0% | +7.8% | -15.7% | -8.8% |
| 1Y | -6.9% | +5.8% | -12.7% | -7.5% |
| All | +61.0% | +55.3% | +5.7% | +58.0% |
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