+10.6%
TE vs GD
+58.6%
-48.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.2% | -4.1% |
| 7D | -10.5% | -3.0% | -7.5% | -9.0% |
| 30D | -32.4% | +9.3% | -41.7% | -35.4% |
| 3M | -60.9% | -7.2% | -53.7% | -59.2% |
| 6M | -62.8% | +5.5% | -68.3% | -64.3% |
| YTD | -65.7% | +9.5% | -75.2% | -67.8% |
| 1Y | -39.9% | +6.4% | -46.3% | -42.4% |
| 3Y | +10.6% | +59.8% | -49.2% | -22.1% |
| All | +10.6% | +58.6% | -48.0% | -22.1% |
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