+767.5%
COST vs GD
+190.6%
+576.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | +4.1% | -5.0% | +9.1% | +5.7% |
| 30D | +12.0% | +8.9% | +3.1% | +8.9% |
| 3M | +11.2% | -8.0% | +19.2% | +14.0% |
| 6M | +6.1% | +2.9% | +3.2% | +4.8% |
| YTD | +22.9% | +7.1% | +15.8% | +19.4% |
| 1Y | +14.7% | +5.9% | +8.8% | +11.7% |
| 3Y | +92.3% | +53.9% | +38.5% | +63.2% |
| 5Y | +116.6% | +95.4% | +21.2% | +69.5% |
| All | +767.5% | +190.6% | +576.9% | +532.9% |
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