+14,179.2%
DE vs GD
+19,982.5%
-5,803.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | -0.6% | -5.0% | +4.4% | +1.6% |
| 30D | +2.3% | +8.9% | -6.7% | -1.5% |
| 3M | +9.5% | -8.0% | +17.6% | +13.1% |
| 6M | +14.1% | +2.9% | +11.2% | +12.0% |
| YTD | +45.4% | +7.1% | +38.3% | +39.9% |
| 1Y | +42.9% | +5.9% | +37.0% | +38.0% |
| 3Y | +84.8% | +53.9% | +31.0% | +50.6% |
| 5Y | +101.8% | +95.4% | +6.4% | +48.3% |
| 10Y | +788.0% | +193.5% | +594.5% | +456.4% |
| All | +14,179.2% | +19,982.5% | -5,803.3% | +4,972.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling