+55.6%
GD vs BOXX
+18.5%
+37.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -1.0% | +0.1% | -1.0% | -0.9% |
| 30D | -9.7% | +0.3% | -10.0% | -9.3% |
| 3M | -0.4% | +1.0% | -1.4% | +1.4% |
| 6M | +1.5% | +1.9% | -0.4% | +4.9% |
| YTD | +7.1% | +2.7% | +4.4% | +11.9% |
| 1Y | +9.9% | +4.0% | +5.8% | +17.5% |
| 3Y | +74.6% | +14.7% | +60.0% | +127.5% |
| All | +55.6% | +18.5% | +37.1% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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