-68.4%
U vs GD
+94.5%
-163.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.2% | +5.8% |
| 7D | +36.6% | -5.0% | +41.6% | +39.7% |
| 30D | +13.3% | +8.9% | +4.4% | +7.5% |
| 3M | +26.2% | -8.0% | +34.2% | +31.2% |
| 6M | +88.7% | +2.9% | +85.8% | +84.0% |
| YTD | +16.6% | +7.1% | +9.5% | +11.0% |
| 1Y | +29.0% | +5.9% | +23.0% | +23.6% |
| 3Y | +99.5% | +53.9% | +45.6% | +49.1% |
| All | -68.4% | +94.5% | -163.0% | -77.9% |
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 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