+107.7%
T vs GD
+68.4%
+39.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.2% | -1.8% |
| 7D | -1.3% | -5.3% | +4.0% | -0.8% |
| 30D | +11.4% | -6.4% | +17.8% | +12.0% |
| 3M | +14.3% | +5.7% | +8.6% | +14.0% |
| 6M | -9.3% | -0.9% | -8.3% | -9.0% |
| YTD | +7.1% | +8.2% | -1.1% | +6.2% |
| 1Y | -9.1% | +13.4% | -22.5% | -10.5% |
| All | +107.7% | +68.4% | +39.4% | +96.6% |
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