+172.1%
EXC vs GD
+190.6%
-18.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.7% |
| 7D | -1.2% | -5.0% | +3.8% | +1.0% |
| 30D | +10.0% | +8.9% | +1.0% | +5.8% |
| 3M | +1.6% | -8.0% | +9.7% | +5.2% |
| 6M | +3.3% | +2.9% | +0.4% | +1.5% |
| YTD | +7.6% | +7.1% | +0.5% | +3.1% |
| 1Y | +3.5% | +5.9% | -2.5% | -0.4% |
| 3Y | +27.7% | +53.9% | -26.2% | +0.2% |
| 5Y | +41.1% | +95.4% | -54.3% | -3.6% |
| All | +172.1% | +190.6% | -18.5% | +81.7% |
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