+221.9%
C vs GD
+192.5%
+29.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.3% | -2.7% | -3.3% |
| 7D | -5.3% | -3.9% | -1.4% | -2.4% |
| 30D | -7.3% | +8.1% | -15.4% | -12.8% |
| 3M | -13.5% | -6.8% | -6.7% | -9.1% |
| 6M | -6.5% | +3.0% | -9.5% | -9.5% |
| YTD | +3.6% | +7.8% | -4.2% | -4.3% |
| 1Y | +18.9% | +5.8% | +13.1% | +11.3% |
| 3Y | +205.0% | +55.3% | +149.7% | +103.4% |
| 5Y | +109.4% | +96.7% | +12.7% | +8.3% |
| All | +221.9% | +192.5% | +29.4% | +21.4% |
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