+105.5%
CB vs GD
+97.4%
+8.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | +0.2% |
| 7D | +2.6% | -3.9% | +6.5% | +4.1% |
| 30D | +11.2% | +8.1% | +3.1% | +7.8% |
| 3M | +5.7% | -6.8% | +12.5% | +8.4% |
| 6M | +15.9% | +3.0% | +12.9% | +14.2% |
| YTD | +20.2% | +7.8% | +12.4% | +15.2% |
| 1Y | +32.4% | +5.8% | +26.6% | +27.9% |
| 3Y | +75.5% | +55.3% | +20.2% | +37.8% |
| 5Y | +105.5% | +96.7% | +8.8% | +32.5% |
| All | +105.5% | +97.4% | +8.1% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling