+77.0%
XYZ vs GD
+59.0%
+17.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.6% | +17.9% | +16.3% |
| 7D | +16.5% | +3.0% | +13.5% | +14.8% |
| 30D | +15.0% | +10.5% | +4.4% | +9.8% |
| 3M | +3.5% | -5.0% | +8.5% | +5.4% |
| 6M | +21.9% | +5.5% | +16.4% | +17.8% |
| YTD | +34.6% | +10.3% | +24.3% | +27.4% |
| 1Y | +20.7% | +8.2% | +12.6% | +15.4% |
| All | +77.0% | +59.0% | +17.9% | +63.5% |
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