-76.8%
TE vs GD
+130.1%
-206.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -2.3% | -14.1% | -15.7% |
| 7D | -20.3% | -3.9% | -16.4% | -19.0% |
| 30D | -40.0% | +8.1% | -48.1% | -41.6% |
| 3M | -58.3% | -6.8% | -51.5% | -57.3% |
| 6M | -57.3% | +3.0% | -60.3% | -58.0% |
| YTD | -65.9% | +7.8% | -73.6% | -67.0% |
| 1Y | -44.3% | +5.8% | -50.1% | -45.6% |
| 3Y | -36.0% | +55.3% | -91.3% | -45.1% |
| 5Y | -80.1% | +96.7% | -176.8% | -83.5% |
| All | -76.8% | +130.1% | -206.9% | -81.0% |
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