+2,004.3%
GD vs BB
+290.1%
+1,714.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.1% | -2.0% |
| 7D | -3.9% | -8.9% | +5.0% | -3.3% |
| 30D | +8.1% | -12.6% | +20.7% | +8.8% |
| 3M | -6.8% | -4.1% | -2.6% | -6.9% |
| 6M | +3.0% | +49.5% | -46.5% | -1.2% |
| YTD | +7.8% | +120.8% | -113.1% | +0.2% |
| 1Y | +5.8% | +76.2% | -70.4% | -0.1% |
| 3Y | +55.3% | +123.8% | -68.5% | +40.7% |
| 5Y | +96.7% | -24.3% | +120.9% | +89.1% |
| 10Y | +195.4% | +20.1% | +175.3% | +154.7% |
| All | +2,004.3% | +290.1% | +1,714.3% | +1,499.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling