-48.8%
TE vs GD
+5.0%
-53.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.1% | -6.4% | -7.2% |
| 7D | -13.6% | +1.9% | -15.5% | -14.1% |
| 30D | -37.7% | +9.2% | -46.9% | -38.9% |
| 3M | -59.8% | -7.5% | -52.3% | -58.3% |
| 6M | -66.3% | +5.8% | -72.1% | -67.3% |
| YTD | -70.5% | +9.8% | -80.3% | -71.3% |
| 1Y | -48.8% | +5.8% | -54.6% | -51.6% |
| All | -48.8% | +5.0% | -53.9% | -51.6% |
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