+47.8%
AA vs GD
+174.7%
-126.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.7% | +2.7% |
| 7D | +1.1% | +0.6% | +0.5% | +0.6% |
| 30D | -1.3% | +9.5% | -10.7% | -9.3% |
| 3M | -23.9% | -5.8% | -18.1% | -20.4% |
| 6M | -36.8% | +7.7% | -44.5% | -41.9% |
| YTD | -22.2% | +11.1% | -33.2% | -31.5% |
| 1Y | +10.4% | +6.1% | +4.3% | +1.4% |
| 3Y | +72.0% | +59.8% | +12.2% | +2.1% |
| 5Y | -15.6% | +104.6% | -120.2% | -61.1% |
| 10Y | +47.8% | +170.5% | -122.8% | -43.7% |
| All | +47.8% | +174.7% | -126.9% | -43.7% |
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