+13.6%
TER vs GD
+6.0%
+7.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.3% | -12.9% | -16.0% |
| 7D | -28.2% | -3.9% | -24.3% | -29.3% |
| 30D | -50.6% | +8.1% | -58.6% | -48.8% |
| 3M | -45.3% | -6.8% | -38.6% | -45.8% |
| 6M | -40.4% | +3.0% | -43.4% | -39.6% |
| YTD | +10.0% | +7.8% | +2.3% | +10.7% |
| 1Y | +13.6% | +5.8% | +7.8% | +16.7% |
| All | +13.6% | +6.0% | +7.7% | +16.7% |
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 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