+737.9%
BE vs GD
+122.5%
+615.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.1% | +13.0% | +13.0% |
| 7D | +4.5% | +0.6% | +3.9% | +4.4% |
| 30D | -20.1% | +9.5% | -29.6% | -25.4% |
| 3M | -0.8% | -5.8% | +5.0% | +3.3% |
| 6M | -26.2% | +7.7% | -34.0% | -32.2% |
| YTD | +141.1% | +11.1% | +130.0% | +115.6% |
| 1Y | +64.8% | +6.1% | +58.8% | +53.9% |
| 3Y | +1,887.4% | +59.8% | +1,827.6% | +1,206.9% |
| 5Y | +518.1% | +104.6% | +413.5% | +228.9% |
| All | +737.9% | +122.5% | +615.3% | +215.4% |
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