+7,312.5%
CB vs GD
+7,164.6%
+147.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.7% | +3.2% |
| 7D | +5.3% | +3.0% | +2.3% | +3.9% |
| 30D | +13.2% | +10.5% | +2.7% | +8.5% |
| 3M | +7.8% | -5.0% | +12.7% | +9.9% |
| 6M | +15.8% | +5.5% | +10.3% | +12.8% |
| YTD | +21.0% | +10.3% | +10.6% | +14.7% |
| 1Y | +32.2% | +8.2% | +24.0% | +26.3% |
| 3Y | +76.7% | +59.0% | +17.7% | +41.5% |
| 5Y | +110.4% | +104.3% | +6.1% | +50.4% |
| 10Y | +261.0% | +202.4% | +58.5% | +118.8% |
| All | +7,312.5% | +7,164.6% | +147.9% | +1,807.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling