+8.0%
U vs GD
+68.4%
-60.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.3% |
| 7D | -3.8% | -5.3% | +1.4% | -1.8% |
| 30D | +17.5% | -6.4% | +23.9% | +20.5% |
| 3M | +38.7% | +5.7% | +33.0% | +35.7% |
| 6M | +104.4% | -0.9% | +105.4% | +105.5% |
| YTD | -5.7% | +8.2% | -13.8% | -8.2% |
| 1Y | +3.7% | +13.4% | -9.7% | -0.7% |
| All | +8.0% | +68.4% | -60.4% | -2.9% |
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 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