+163.6%
W vs GD
+277.9%
-114.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.7% |
| 7D | -4.2% | -5.3% | +1.1% | -0.8% |
| 30D | -7.6% | -6.4% | -1.1% | -3.6% |
| 3M | +37.2% | +5.7% | +31.5% | +32.1% |
| 6M | +26.3% | -0.9% | +27.3% | +26.5% |
| YTD | -1.0% | +8.2% | -9.1% | -6.6% |
| 1Y | +20.1% | +13.4% | +6.7% | +9.4% |
| 3Y | +37.8% | +68.5% | -30.7% | -6.3% |
| 5Y | -63.7% | +97.2% | -160.8% | -77.7% |
| 10Y | +156.3% | +190.2% | -33.9% | +15.8% |
| All | +163.6% | +277.9% | -114.3% | +12.6% |
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