+190.6%
GD vs BG
+159.1%
+31.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.1% | -1.9% |
| 7D | -3.5% | +2.4% | -5.8% | -4.1% |
| 30D | -9.0% | +15.0% | -24.1% | -12.5% |
| 3M | +5.1% | -0.7% | +5.7% | +4.8% |
| 6M | -1.0% | +7.5% | -8.5% | -3.7% |
| YTD | +7.3% | +41.6% | -34.3% | -3.3% |
| 1Y | +12.4% | +50.7% | -38.2% | -0.9% |
| 3Y | +73.7% | +20.3% | +53.4% | +60.2% |
| 5Y | +93.8% | +85.2% | +8.5% | +52.7% |
| 10Y | +190.6% | +160.6% | +30.0% | +87.3% |
| All | +190.6% | +159.1% | +31.5% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling