+8.2%
GD vs BB
+88.0%
-79.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.0% | -9.5% | -2.6% |
| 7D | +3.0% | -6.8% | +9.8% | +3.1% |
| 30D | +10.5% | -3.5% | +14.1% | +10.5% |
| 3M | -5.0% | -1.2% | -3.7% | -5.0% |
| 6M | +5.5% | +57.0% | -51.5% | +1.3% |
| YTD | +10.3% | +131.1% | -120.8% | +3.4% |
| 1Y | +8.2% | +87.6% | -79.4% | +2.9% |
| All | +8.2% | +88.0% | -79.8% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling