+93.8%
GD vs BB
-20.8%
+114.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.1% | -0.8% |
| 7D | -5.0% | +3.8% | -8.8% | -5.2% |
| 30D | +8.9% | -0.3% | +9.3% | +8.8% |
| 3M | -8.0% | -0.5% | -7.6% | -8.3% |
| 6M | +2.9% | +45.9% | -43.0% | -0.3% |
| YTD | +7.1% | +130.6% | -123.5% | +0.8% |
| 1Y | +5.9% | +89.2% | -83.3% | +0.8% |
| 3Y | +53.9% | +137.5% | -83.6% | +41.5% |
| All | +93.8% | -20.8% | +114.7% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling