+54.6%
TER vs GD
+94.5%
-40.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.8% |
| 7D | -20.5% | -5.0% | -15.5% | -19.0% |
| 30D | -47.0% | +8.9% | -55.9% | -48.5% |
| 3M | -43.3% | -8.0% | -35.2% | -41.7% |
| 6M | -42.9% | +2.9% | -45.8% | -44.4% |
| YTD | +12.9% | +7.1% | +5.8% | +7.2% |
| 1Y | +18.2% | +5.9% | +12.2% | +12.9% |
| 3Y | +151.8% | +53.9% | +97.9% | +94.8% |
| All | +54.6% | +94.5% | -40.0% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling