+78.5%
U vs GD
+2.4%
+76.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -2.3% | +17.3% | +14.9% |
| 7D | +24.3% | -3.9% | +28.2% | +24.5% |
| 30D | +8.6% | +8.1% | +0.5% | +5.0% |
| 3M | +37.6% | -6.8% | +44.4% | +40.3% |
| 6M | +78.5% | +3.0% | +75.5% | +78.2% |
| All | +78.5% | +2.4% | +76.1% | +78.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling