+793.2%
DE vs GD
+185.2%
+608.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.7% | +1.5% |
| 7D | +3.5% | -3.0% | +6.6% | +5.6% |
| 30D | +11.3% | +9.3% | +2.0% | +4.9% |
| 3M | +11.6% | -7.2% | +18.8% | +16.5% |
| 6M | +20.9% | +5.5% | +15.4% | +15.5% |
| YTD | +49.7% | +9.5% | +40.2% | +38.5% |
| 1Y | +49.5% | +6.4% | +43.0% | +40.8% |
| 3Y | +94.7% | +59.8% | +34.8% | +34.2% |
| 5Y | +107.4% | +98.0% | +9.4% | +20.1% |
| 10Y | +793.2% | +177.4% | +615.8% | +346.7% |
| All | +793.2% | +185.2% | +608.0% | +346.7% |
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