-64.6%
XYZ vs GD
+97.4%
-162.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -2.7% |
| 7D | +9.2% | -3.9% | +13.1% | +11.5% |
| 30D | +9.8% | +8.1% | +1.7% | +4.3% |
| 3M | -0.2% | -6.8% | +6.6% | +3.5% |
| 6M | +18.0% | +3.0% | +14.9% | +14.2% |
| YTD | +29.1% | +7.8% | +21.3% | +20.9% |
| 1Y | +14.1% | +5.8% | +8.3% | +8.1% |
| 3Y | +72.6% | +55.3% | +17.3% | +21.2% |
| 5Y | -64.6% | +96.7% | -161.3% | -80.1% |
| All | -64.6% | +97.4% | -162.0% | -80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling