+40.9%
XYZ vs GD
+68.4%
-27.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.0% | -0.1% |
| 7D | -1.0% | -5.3% | +4.3% | +1.0% |
| 30D | -1.7% | -6.4% | +4.7% | +0.7% |
| 3M | +16.7% | +5.7% | +11.0% | +13.6% |
| 6M | +26.9% | -0.9% | +27.8% | +27.0% |
| YTD | +27.1% | +8.2% | +19.0% | +22.8% |
| 1Y | +9.3% | +13.4% | -4.2% | +3.8% |
| All | +40.9% | +68.4% | -27.5% | +31.8% |
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