-49.1%
TE vs GD
+6.6%
-55.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.2% | -3.7% |
| 7D | -10.5% | -3.0% | -7.5% | -9.6% |
| 30D | -32.4% | +9.3% | -41.7% | -34.0% |
| 3M | -60.9% | -7.2% | -53.7% | -59.4% |
| 6M | -62.8% | +5.5% | -68.3% | -63.9% |
| YTD | -65.7% | +9.5% | -75.2% | -67.1% |
| All | -49.1% | +6.6% | -55.7% | -49.6% |
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 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