-39.0%
U vs GD
+186.9%
-226.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.3% |
| 7D | -3.8% | -5.3% | +1.4% | -1.7% |
| 30D | +17.5% | -6.4% | +23.9% | +20.7% |
| 3M | +38.7% | +5.7% | +33.0% | +35.5% |
| 6M | +104.4% | -0.9% | +105.4% | +104.6% |
| YTD | -5.7% | +8.2% | -13.8% | -8.7% |
| 1Y | +3.7% | +13.4% | -9.7% | -1.5% |
| 3Y | +12.3% | +68.5% | -56.2% | -9.4% |
| 5Y | -68.8% | +97.2% | -166.0% | -73.9% |
| All | -39.0% | +186.9% | -226.0% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling