-67.9%
U vs GD
+97.4%
-165.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -2.3% | +17.3% | +16.1% |
| 7D | +24.3% | -3.9% | +28.2% | +26.4% |
| 30D | +8.6% | +8.1% | +0.5% | +3.5% |
| 3M | +37.6% | -6.8% | +44.4% | +42.2% |
| 6M | +78.5% | +3.0% | +75.5% | +74.0% |
| YTD | +10.5% | +7.8% | +2.7% | +4.9% |
| 1Y | +15.2% | +5.8% | +9.4% | +10.6% |
| 3Y | +76.6% | +55.3% | +21.2% | +31.0% |
| 5Y | -67.9% | +96.7% | -164.6% | -77.7% |
| All | -67.9% | +97.4% | -165.3% | -77.7% |
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