+42.1%
U vs GD
+5.9%
+36.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.2% |
| 7D | +2.6% | +2.7% | -0.1% | +2.1% |
| 30D | +27.6% | +8.6% | +19.0% | +23.9% |
| 3M | +15.3% | -7.1% | +22.4% | +18.0% |
| 6M | +96.4% | +7.5% | +88.9% | +91.8% |
| YTD | +19.6% | +9.9% | +9.6% | +20.8% |
| 1Y | +42.1% | +7.6% | +34.6% | +44.3% |
| All | +42.1% | +5.9% | +36.3% | +44.3% |
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