+98.3%
USB vs GD
+68.4%
+29.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.5% |
| 7D | +1.4% | -5.3% | +6.7% | +3.7% |
| 30D | -1.3% | -6.4% | +5.1% | +1.4% |
| 3M | +15.2% | +5.7% | +9.5% | +12.2% |
| 6M | +18.8% | -0.9% | +19.8% | +19.1% |
| YTD | +21.0% | +8.2% | +12.9% | +16.1% |
| 1Y | +34.0% | +13.4% | +20.6% | +25.6% |
| All | +98.3% | +68.4% | +29.9% | +67.6% |
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