+782.7%
DE vs GD
+180.8%
+601.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.5% |
| 7D | +3.3% | -1.9% | +5.2% | +4.5% |
| 30D | +10.7% | +10.9% | -0.2% | +3.4% |
| 3M | +13.1% | -6.8% | +19.9% | +17.8% |
| 6M | +20.2% | +7.0% | +13.2% | +13.8% |
| YTD | +48.9% | +11.1% | +37.8% | +36.4% |
| 1Y | +46.6% | +7.0% | +39.6% | +37.6% |
| 3Y | +91.4% | +59.9% | +31.5% | +32.0% |
| 5Y | +108.1% | +102.5% | +5.7% | +18.6% |
| 10Y | +782.7% | +174.0% | +608.7% | +336.4% |
| All | +782.7% | +180.8% | +601.8% | +336.4% |
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