+208.8%
C vs GD
+180.8%
+27.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | -0.9% |
| 7D | -0.4% | -1.9% | +1.5% | +1.0% |
| 30D | -5.2% | +10.9% | -16.1% | -12.5% |
| 3M | -9.1% | -6.8% | -2.3% | -4.5% |
| 6M | -1.6% | +7.0% | -8.6% | -7.5% |
| YTD | +6.9% | +11.1% | -4.2% | -3.5% |
| 1Y | +23.0% | +7.0% | +15.9% | +14.3% |
| 3Y | +216.1% | +59.9% | +156.2% | +106.2% |
| 5Y | +112.2% | +102.5% | +9.8% | +7.3% |
| 10Y | +208.8% | +174.0% | +34.8% | +27.9% |
| All | +208.8% | +180.8% | +27.9% | +27.9% |
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