+185.1%
B vs GD
+192.5%
-7.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.9% | +0.9% |
| 7D | +4.3% | -3.9% | +8.2% | +4.9% |
| 30D | -0.9% | +8.1% | -9.0% | -2.3% |
| 3M | -1.4% | -6.8% | +5.4% | -0.4% |
| 6M | +5.0% | +3.0% | +2.0% | +4.3% |
| YTD | -5.8% | +7.8% | -13.6% | -7.2% |
| 1Y | +25.6% | +5.8% | +19.8% | +24.1% |
| 3Y | +161.6% | +55.3% | +106.3% | +144.4% |
| 5Y | +135.2% | +96.7% | +38.5% | +115.4% |
| All | +185.1% | +192.5% | -7.4% | +194.1% |
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