+1,350.2%
GD vs BG
+1,131.5%
+218.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | -5.3% | +2.8% | -8.1% | -5.9% |
| 30D | -6.4% | +12.0% | -18.5% | -8.9% |
| 3M | +5.7% | -7.7% | +13.4% | +7.2% |
| 6M | -0.9% | +4.5% | -5.4% | -2.6% |
| YTD | +8.2% | +35.7% | -27.5% | +0.2% |
| 1Y | +13.4% | +50.1% | -36.6% | +2.3% |
| 3Y | +68.5% | +12.6% | +55.9% | +59.8% |
| 5Y | +97.2% | +75.4% | +21.7% | +66.4% |
| 10Y | +190.2% | +150.5% | +39.7% | +116.0% |
| All | +1,350.2% | +1,131.5% | +218.7% | +893.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling