+240.4%
TPR vs GD
+97.9%
+142.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.6% |
| 7D | -2.3% | -5.3% | +3.0% | -0.5% |
| 30D | -23.0% | -6.4% | -16.5% | -21.1% |
| 3M | -12.5% | +5.7% | -18.2% | -14.2% |
| 6M | -21.4% | -0.9% | -20.5% | -21.3% |
| YTD | -3.5% | +8.2% | -11.7% | -6.5% |
| 1Y | +17.4% | +13.4% | +3.9% | +11.8% |
| 3Y | +291.3% | +68.5% | +222.8% | +207.5% |
| All | +240.4% | +97.9% | +142.5% | +129.2% |
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