+238.5%
TER vs GD
+68.4%
+170.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +5.8% |
| 7D | +0.6% | -5.3% | +5.9% | +1.6% |
| 30D | -8.3% | -6.4% | -1.8% | -7.3% |
| 3M | -12.2% | +5.7% | -17.9% | -14.2% |
| 6M | +17.1% | -0.9% | +18.0% | +18.6% |
| YTD | +84.7% | +8.2% | +76.5% | +79.3% |
| 1Y | +199.9% | +13.4% | +186.5% | +185.9% |
| All | +238.5% | +68.4% | +170.2% | +211.1% |
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