+593.0%
BE vs GD
+114.6%
+478.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.0% | -10.6% | -11.3% |
| 7D | -14.7% | -5.0% | -9.8% | -11.1% |
| 30D | -40.5% | +8.9% | -49.4% | -44.4% |
| 3M | -24.3% | -8.0% | -16.3% | -20.0% |
| 6M | -39.3% | +2.9% | -42.2% | -42.3% |
| YTD | +99.4% | +7.1% | +92.3% | +83.1% |
| 1Y | +26.6% | +5.9% | +20.7% | +18.0% |
| 3Y | +1,616.9% | +53.9% | +1,563.1% | +1,059.8% |
| 5Y | +441.4% | +95.4% | +346.0% | +198.4% |
| All | +593.0% | +114.6% | +478.4% | +167.9% |
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