+227.6%
W vs GD
+285.6%
-58.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.6% | +13.6% | +12.6% |
| 7D | +8.4% | +3.0% | +5.4% | +6.2% |
| 30D | +16.5% | +10.5% | +6.0% | +8.9% |
| 3M | +6.4% | -5.0% | +11.4% | +9.4% |
| 6M | +90.5% | +5.5% | +85.0% | +83.1% |
| YTD | +23.1% | +10.3% | +12.7% | +14.1% |
| 1Y | +24.3% | +8.2% | +16.1% | +16.7% |
| 3Y | +149.0% | +59.0% | +90.0% | +77.7% |
| 5Y | -51.7% | +104.3% | -155.9% | -71.1% |
| 10Y | +280.1% | +202.4% | +77.6% | +67.1% |
| All | +227.6% | +285.6% | -58.0% | +37.6% |
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 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