+53.9%
GD vs BB
+132.4%
-78.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.1% | -0.8% |
| 7D | -5.0% | +3.8% | -8.8% | -5.1% |
| 30D | +8.9% | -0.3% | +9.3% | +8.8% |
| 3M | -8.0% | -0.5% | -7.6% | -8.2% |
| 6M | +2.9% | +45.9% | -43.0% | +0.4% |
| YTD | +7.1% | +130.6% | -123.5% | +2.3% |
| 1Y | +5.9% | +89.2% | -83.3% | +1.9% |
| 3Y | +53.9% | +137.5% | -83.6% | +40.6% |
| All | +53.9% | +132.4% | -78.6% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling