+98.7%
DE vs GD
+94.5%
+4.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.6% |
| 7D | -0.6% | -5.0% | +4.4% | +1.9% |
| 30D | +2.3% | +8.9% | -6.7% | -2.1% |
| 3M | +9.5% | -8.0% | +17.6% | +13.7% |
| 6M | +14.1% | +2.9% | +11.2% | +11.5% |
| YTD | +45.4% | +7.1% | +38.3% | +38.6% |
| 1Y | +42.9% | +5.9% | +37.0% | +36.8% |
| 3Y | +84.8% | +53.9% | +31.0% | +37.9% |
| All | +98.7% | +94.5% | +4.1% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling