+2,485.9%
EXC vs GD
+20,595.6%
-18,109.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.3% |
| 7D | +3.3% | +3.0% | +0.3% | +2.4% |
| 30D | +13.3% | +10.5% | +2.8% | +10.2% |
| 3M | +1.8% | -5.0% | +6.8% | +3.2% |
| 6M | +1.1% | +5.5% | -4.4% | -0.6% |
| YTD | +9.0% | +10.3% | -1.3% | +5.5% |
| 1Y | +3.4% | +8.2% | -4.8% | +0.5% |
| 3Y | +27.7% | +59.0% | -31.4% | +10.7% |
| 5Y | +43.1% | +104.3% | -61.1% | +15.5% |
| 10Y | +182.0% | +202.4% | -20.5% | +103.0% |
| All | +2,485.9% | +20,595.6% | -18,109.7% | +1,109.9% |
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