+533.2%
XYZ vs GD
+213.4%
+319.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.0% | +0.4% |
| 7D | -1.0% | -5.3% | +4.3% | +2.4% |
| 30D | -1.7% | -6.4% | +4.7% | +2.3% |
| 3M | +16.7% | +5.7% | +11.0% | +11.8% |
| 6M | +26.9% | -0.9% | +27.8% | +26.2% |
| YTD | +27.1% | +8.2% | +19.0% | +19.4% |
| 1Y | +9.3% | +13.4% | -4.2% | -0.6% |
| 3Y | +42.3% | +68.5% | -26.2% | -3.1% |
| 5Y | -69.3% | +97.2% | -166.5% | -81.0% |
| 10Y | +586.8% | +190.2% | +396.6% | +246.8% |
| All | +533.2% | +213.4% | +319.8% | +213.6% |
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