+641.7%
BE vs GD
+122.7%
+519.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.8% | -5.5% |
| 7D | -13.4% | -1.9% | -11.5% | -11.8% |
| 30D | -33.9% | +10.9% | -44.8% | -38.9% |
| 3M | -12.0% | -6.8% | -5.2% | -7.6% |
| 6M | -29.0% | +7.0% | -36.0% | -34.4% |
| YTD | +113.4% | +11.1% | +102.3% | +90.8% |
| 1Y | +33.2% | +7.0% | +26.1% | +23.4% |
| 3Y | +1,659.2% | +59.9% | +1,599.3% | +1,056.4% |
| 5Y | +461.4% | +102.5% | +358.9% | +201.3% |
| All | +641.7% | +122.7% | +519.0% | +179.1% |
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