+43.2%
TER vs GD
+9.0%
+34.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.6% | -4.2% | -7.9% |
| 7D | -19.9% | +3.0% | -22.8% | -18.6% |
| 30D | -43.5% | +10.5% | -54.1% | -41.0% |
| 3M | -37.8% | -5.0% | -32.8% | -37.8% |
| 6M | -25.6% | +5.5% | -31.1% | -23.8% |
| YTD | +29.8% | +10.3% | +19.5% | +32.2% |
| 1Y | +43.2% | +8.2% | +35.0% | +49.1% |
| All | +43.2% | +9.0% | +34.2% | +49.1% |
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 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