-25.8%
TE vs GD
+9.0%
-34.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -1.0% | -2.7% |
| 7D | +3.8% | +3.0% | +0.8% | +3.0% |
| 30D | -26.2% | +10.5% | -36.7% | -28.7% |
| 3M | -49.7% | -5.0% | -44.8% | -48.2% |
| 6M | -46.5% | +5.5% | -52.0% | -48.3% |
| YTD | -59.1% | +10.3% | -69.5% | -61.9% |
| 1Y | -25.8% | +8.2% | -34.0% | -27.4% |
| All | -25.8% | +9.0% | -34.8% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling