+170.6%
GD vs A
+308.8%
-138.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.1% |
| 7D | +0.6% | -0.1% | +0.8% | +0.7% |
| 30D | +9.5% | +3.3% | +6.2% | +8.2% |
| 3M | -5.8% | +18.5% | -24.4% | -11.1% |
| 6M | +7.7% | +59.3% | -51.6% | -8.2% |
| YTD | +11.1% | +31.0% | -20.0% | +0.4% |
| 1Y | +6.1% | +19.3% | -13.2% | -1.0% |
| 3Y | +59.8% | +66.8% | -7.0% | +28.2% |
| 5Y | +104.6% | +15.5% | +89.1% | +84.1% |
| 10Y | +170.6% | +312.3% | -141.8% | +44.5% |
| All | +170.6% | +308.8% | -138.3% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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