+97.2%
GD vs BG
+76.3%
+20.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | -5.3% | +2.8% | -8.1% | -5.8% |
| 30D | -6.4% | +12.0% | -18.5% | -8.5% |
| 3M | +5.7% | -7.7% | +13.4% | +7.0% |
| 6M | -0.9% | +4.5% | -5.4% | -2.4% |
| YTD | +8.2% | +35.7% | -27.5% | +0.8% |
| 1Y | +13.4% | +50.1% | -36.6% | +3.0% |
| 3Y | +68.5% | +12.6% | +55.9% | +61.5% |
| All | +97.2% | +76.3% | +20.9% | +64.0% |
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