+77.6%
V vs GD
+55.3%
+22.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.4% |
| 7D | +2.9% | -3.9% | +6.8% | +4.3% |
| 30D | +14.0% | +8.1% | +5.9% | +10.8% |
| 3M | +14.9% | -6.8% | +21.6% | +17.5% |
| 6M | +31.7% | +3.0% | +28.7% | +29.7% |
| YTD | +21.2% | +7.8% | +13.5% | +16.2% |
| 1Y | +25.3% | +5.8% | +19.5% | +20.9% |
| All | +77.6% | +55.3% | +22.2% | +50.8% |
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