+142.0%
W vs GD
+54.3%
+87.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | -3.6% | -5.0% | +1.4% | -1.4% |
| 30D | +7.0% | +8.9% | -2.0% | +2.5% |
| 3M | +7.4% | -8.0% | +15.4% | +11.5% |
| 6M | +69.3% | +2.9% | +66.4% | +66.5% |
| YTD | +11.3% | +7.1% | +4.2% | +7.4% |
| 1Y | +13.2% | +5.9% | +7.3% | +9.9% |
| 3Y | +142.0% | +53.9% | +88.2% | +137.1% |
| All | +142.0% | +54.3% | +87.7% | +137.1% |
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