+95.6%
F vs GD
+190.3%
-94.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.2% | +2.6% |
| 7D | +5.3% | -5.3% | +10.6% | +8.9% |
| 30D | +4.6% | -6.4% | +11.0% | +9.0% |
| 3M | -3.7% | +5.7% | -9.4% | -7.8% |
| 6M | +16.8% | -0.9% | +17.8% | +16.1% |
| YTD | +15.3% | +8.2% | +7.1% | +7.3% |
| 1Y | +31.0% | +13.4% | +17.6% | +18.0% |
| 3Y | +45.4% | +68.5% | -23.1% | -3.4% |
| 5Y | +54.7% | +97.2% | -42.5% | -8.8% |
| All | +95.6% | +190.3% | -94.8% | -17.3% |
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