+55.9%
GD vs BOXX
+18.4%
+37.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -3.5% | 0.0% | -3.5% | -3.4% |
| 30D | -9.0% | +0.3% | -9.4% | -8.6% |
| 3M | +5.1% | +1.0% | +4.1% | +7.0% |
| 6M | -1.0% | +1.9% | -2.9% | +2.3% |
| YTD | +7.3% | +2.6% | +4.7% | +12.0% |
| 1Y | +12.4% | +4.0% | +8.4% | +20.2% |
| 3Y | +73.7% | +14.6% | +59.1% | +126.2% |
| All | +55.9% | +18.4% | +37.5% | +185.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling