+865.7%
DE vs GD
+188.9%
+676.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.6% | +1.0% |
| 7D | +10.0% | -5.3% | +15.3% | +13.8% |
| 30D | +13.3% | -6.4% | +19.8% | +18.0% |
| 3M | +17.5% | +5.7% | +11.8% | +12.6% |
| 6M | +13.6% | -0.9% | +14.5% | +13.2% |
| YTD | +49.8% | +8.2% | +41.6% | +40.2% |
| 1Y | +47.9% | +13.4% | +34.4% | +33.5% |
| 3Y | +72.5% | +68.5% | +4.0% | +14.4% |
| 5Y | +90.2% | +97.2% | -6.9% | +11.2% |
| All | +865.7% | +188.9% | +676.8% | +358.9% |
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