+93.8%
GD vs BG
+21.4%
+72.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -5.0% | +2.5% | -7.5% | -5.4% |
| 30D | +8.9% | -6.1% | +15.0% | +10.0% |
| 3M | -8.0% | -8.5% | +0.5% | -6.9% |
| 6M | +2.9% | -20.4% | +23.3% | +6.8% |
| YTD | +7.1% | +13.3% | -6.2% | +2.9% |
| 1Y | +5.9% | +7.3% | -1.3% | +2.9% |
| 3Y | +53.9% | +2.6% | +51.3% | +48.6% |
| All | +93.8% | +21.4% | +72.4% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling