+755.9%
DE vs GD
+165.7%
+590.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +0.3% | +2.7% | -2.4% | -1.4% |
| 30D | +3.6% | +8.6% | -5.0% | -2.0% |
| 3M | +10.2% | -7.1% | +17.3% | +15.0% |
| 6M | +16.6% | +7.5% | +9.1% | +10.0% |
| YTD | +45.8% | +9.9% | +35.9% | +34.6% |
| 1Y | +43.9% | +7.6% | +36.3% | +34.6% |
| 3Y | +89.6% | +56.2% | +33.4% | +32.9% |
| 5Y | +100.3% | +100.6% | -0.3% | +14.8% |
| All | +755.9% | +165.7% | +590.2% | +322.9% |
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