+421.8%
TPR vs GD
+55.3%
+366.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.3% | +9.4% | +7.6% |
| 7D | +13.9% | -3.9% | +17.8% | +14.9% |
| 30D | +14.9% | +8.1% | +6.8% | +12.6% |
| 3M | -15.4% | -6.8% | -8.6% | -14.1% |
| 6M | -4.5% | +3.0% | -7.5% | -5.3% |
| YTD | +6.0% | +7.8% | -1.8% | +4.1% |
| 1Y | +24.3% | +5.8% | +18.5% | +22.6% |
| All | +421.8% | +55.3% | +366.5% | +378.1% |
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