+19.3%
TPR vs GD
+9.0%
+10.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.6% | +6.1% | +4.4% |
| 7D | +12.6% | +3.0% | +9.7% | +11.4% |
| 30D | +7.1% | +10.5% | -3.4% | +3.7% |
| 3M | -19.4% | -5.0% | -14.4% | -18.4% |
| 6M | -9.7% | +5.5% | -15.2% | -11.3% |
| YTD | -1.0% | +10.3% | -11.3% | -3.4% |
| 1Y | +19.3% | +8.2% | +11.1% | +17.9% |
| All | +19.3% | +9.0% | +10.3% | +17.9% |
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