-53.2%
TE vs GD
+130.9%
-184.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +2.0% |
| 7D | -4.0% | -5.3% | +1.3% | -2.1% |
| 30D | -15.9% | -6.4% | -9.5% | -13.9% |
| 3M | -60.5% | +5.7% | -66.3% | -61.6% |
| 6M | -35.2% | -0.9% | -34.3% | -35.4% |
| YTD | -31.1% | +8.2% | -39.3% | -33.4% |
| 1Y | +148.6% | +13.4% | +135.2% | +136.1% |
| 3Y | -26.4% | +68.5% | -94.9% | -38.5% |
| 5Y | -48.0% | +97.2% | -145.2% | -56.9% |
| All | -53.2% | +130.9% | -184.1% | -61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling