+2,340.5%
EXC vs GD
+20,186.5%
-17,846.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.6% |
| 7D | +0.3% | -5.3% | +5.5% | +1.8% |
| 30D | -3.7% | -6.4% | +2.7% | -2.0% |
| 3M | -1.3% | +5.7% | -7.0% | -2.9% |
| 6M | -9.7% | -0.9% | -8.8% | -9.8% |
| YTD | +2.9% | +8.2% | -5.3% | +0.2% |
| 1Y | +4.4% | +13.4% | -9.0% | +0.2% |
| 3Y | +22.2% | +68.5% | -46.3% | +4.2% |
| 5Y | +46.7% | +97.2% | -50.4% | +19.5% |
| 10Y | +155.3% | +190.2% | -34.8% | +85.9% |
| All | +2,340.5% | +20,186.5% | -17,846.0% | +1,048.6% |
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 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