+366.5%
ALL vs GD
+190.3%
+176.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.4% | -0.4% |
| 7D | 0.0% | -5.3% | +5.3% | +3.0% |
| 30D | -1.5% | -6.4% | +4.9% | +2.1% |
| 3M | +23.6% | +5.7% | +17.9% | +19.6% |
| 6M | +22.3% | -0.9% | +23.3% | +22.1% |
| YTD | +26.5% | +8.2% | +18.4% | +19.1% |
| 1Y | +27.0% | +13.4% | +13.6% | +16.0% |
| 3Y | +149.6% | +68.5% | +81.1% | +76.4% |
| 5Y | +118.1% | +97.2% | +20.9% | +38.4% |
| All | +366.5% | +190.3% | +176.2% | +139.2% |
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