+13,545.6%
COST vs GD
+19,982.5%
-6,436.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | +4.1% | -5.0% | +9.1% | +5.5% |
| 30D | +12.0% | +8.9% | +3.1% | +9.3% |
| 3M | +11.2% | -8.0% | +19.2% | +13.6% |
| 6M | +6.1% | +2.9% | +3.2% | +5.0% |
| YTD | +22.9% | +7.1% | +15.8% | +19.9% |
| 1Y | +14.7% | +5.9% | +8.8% | +12.2% |
| 3Y | +92.3% | +53.9% | +38.5% | +68.2% |
| 5Y | +116.6% | +95.4% | +21.2% | +77.0% |
| 10Y | +775.4% | +193.5% | +581.9% | +524.5% |
| All | +13,545.6% | +19,982.5% | -6,436.9% | +5,307.6% |
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