+254.5%
CB vs GD
+192.5%
+62.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | +0.6% |
| 7D | +2.6% | -3.9% | +6.5% | +4.8% |
| 30D | +11.2% | +8.1% | +3.1% | +6.3% |
| 3M | +5.7% | -6.8% | +12.5% | +9.7% |
| 6M | +15.9% | +3.0% | +12.9% | +13.3% |
| YTD | +20.2% | +7.8% | +12.4% | +13.0% |
| 1Y | +32.4% | +5.8% | +26.6% | +25.7% |
| 3Y | +75.5% | +55.3% | +20.2% | +28.3% |
| 5Y | +105.5% | +96.7% | +8.8% | +25.8% |
| All | +254.5% | +192.5% | +62.1% | +78.9% |
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