+14,183.4%
TER vs GD
+20,186.5%
-6,003.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +6.3% |
| 7D | +0.6% | -5.3% | +5.9% | +3.1% |
| 30D | -8.3% | -6.4% | -1.8% | -5.6% |
| 3M | -12.2% | +5.7% | -17.9% | -15.5% |
| 6M | +17.1% | -0.9% | +18.0% | +14.8% |
| YTD | +84.7% | +8.2% | +76.5% | +73.5% |
| 1Y | +199.9% | +13.4% | +186.5% | +175.5% |
| 3Y | +232.8% | +68.5% | +164.3% | +149.2% |
| 5Y | +198.6% | +97.2% | +101.4% | +106.3% |
| 10Y | +1,669.7% | +190.2% | +1,479.6% | +905.8% |
| All | +14,183.4% | +20,186.5% | -6,003.1% | +4,541.4% |
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