+69.7%
XYZ vs GD
+55.3%
+14.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.2% |
| 7D | +9.2% | -3.9% | +13.1% | +10.7% |
| 30D | +9.8% | +8.1% | +1.7% | +5.8% |
| 3M | -0.2% | -6.8% | +6.6% | +2.4% |
| 6M | +18.0% | +3.0% | +14.9% | +15.2% |
| YTD | +29.1% | +7.8% | +21.3% | +23.4% |
| 1Y | +14.1% | +5.8% | +8.3% | +10.0% |
| All | +69.7% | +55.3% | +14.4% | +58.3% |
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