+570.5%
XYZ vs GD
+219.7%
+350.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.6% | +17.9% | +16.9% |
| 7D | +16.5% | +3.0% | +13.5% | +14.1% |
| 30D | +15.0% | +10.5% | +4.4% | +7.6% |
| 3M | +3.5% | -5.0% | +8.5% | +6.2% |
| 6M | +21.9% | +5.5% | +16.4% | +16.3% |
| YTD | +34.6% | +10.3% | +24.3% | +24.3% |
| 1Y | +20.7% | +8.2% | +12.6% | +12.8% |
| 3Y | +80.0% | +59.0% | +21.0% | +28.3% |
| 5Y | -64.6% | +104.3% | -168.9% | -78.6% |
| 10Y | +619.5% | +202.4% | +417.0% | +255.1% |
| All | +570.5% | +219.7% | +350.8% | +226.3% |
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 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