+2,502.2%
EXC vs GD
+20,112.4%
-17,610.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +3.0% | +1.3% |
| 7D | +1.4% | -3.9% | +5.3% | +2.4% |
| 30D | +11.6% | +8.1% | +3.6% | +9.3% |
| 3M | +2.7% | -6.8% | +9.4% | +4.5% |
| 6M | +2.7% | +3.0% | -0.3% | +1.6% |
| YTD | +9.7% | +7.8% | +1.9% | +6.9% |
| 1Y | +4.5% | +5.8% | -1.3% | +2.3% |
| 3Y | +28.5% | +55.3% | -26.8% | +12.1% |
| 5Y | +43.9% | +96.7% | -52.7% | +17.4% |
| 10Y | +183.7% | +195.4% | -11.6% | +105.6% |
| All | +2,502.2% | +20,112.4% | -17,610.2% | +1,125.1% |
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