+66.3%
AA vs GD
+190.6%
-124.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.6% | +3.5% |
| 7D | +0.9% | -5.0% | +5.9% | +5.5% |
| 30D | -6.7% | +8.9% | -15.6% | -14.0% |
| 3M | -16.3% | -8.0% | -8.3% | -10.6% |
| 6M | -37.1% | +2.9% | -40.0% | -39.8% |
| YTD | -25.0% | +7.1% | -32.1% | -31.8% |
| 1Y | +8.6% | +5.9% | +2.7% | -0.4% |
| 3Y | +57.2% | +53.9% | +3.4% | -3.7% |
| 5Y | -13.0% | +95.4% | -108.4% | -58.3% |
| All | +66.3% | +190.6% | -124.2% | -45.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling