+248.8%
EW vs GD
+174.7%
+74.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +6.5% | +0.6% | +5.8% | +6.2% |
| 30D | +22.5% | +9.5% | +13.0% | +17.8% |
| 3M | +13.0% | -5.8% | +18.8% | +15.6% |
| 6M | +37.1% | +7.7% | +29.4% | +32.1% |
| YTD | +24.1% | +11.1% | +13.1% | +17.2% |
| 1Y | +24.2% | +6.1% | +18.2% | +19.7% |
| 3Y | +64.8% | +59.8% | +5.0% | +27.5% |
| 5Y | -7.4% | +104.6% | -112.1% | -38.4% |
| 10Y | +248.8% | +170.6% | +78.2% | +130.6% |
| All | +248.8% | +174.7% | +74.1% | +130.6% |
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