+8,486.3%
TPR vs GD
+1,932.5%
+6,553.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.3% | +9.4% | +8.5% |
| 7D | +13.9% | -3.9% | +17.8% | +16.4% |
| 30D | +14.9% | +8.1% | +6.8% | +9.5% |
| 3M | -15.4% | -6.8% | -8.6% | -11.9% |
| 6M | -4.5% | +3.0% | -7.5% | -6.7% |
| YTD | +6.0% | +7.8% | -1.8% | -0.1% |
| 1Y | +24.3% | +5.8% | +18.5% | +18.4% |
| 3Y | +412.8% | +55.3% | +357.5% | +275.8% |
| 5Y | +258.4% | +96.7% | +161.8% | +122.1% |
| 10Y | +396.8% | +195.4% | +201.4% | +147.5% |
| All | +8,486.3% | +1,932.5% | +6,553.8% | +2,074.9% |
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 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