+97.2%
GD vs BB
-30.6%
+127.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.3% | -5.6% | +0.4% | -5.0% |
| 30D | -6.4% | -11.8% | +5.4% | -5.9% |
| 3M | +5.7% | -25.5% | +31.2% | +6.8% |
| 6M | -0.9% | +121.3% | -122.2% | -6.4% |
| YTD | +8.2% | +103.2% | -95.0% | +2.7% |
| 1Y | +13.4% | +102.6% | -89.2% | +7.5% |
| 3Y | +68.5% | +37.5% | +31.0% | +61.2% |
| All | +97.2% | -30.6% | +127.8% | +95.8% |
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