+177.4%
GD vs BR
+266.7%
-89.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.2% | +1.9% |
| 7D | -3.0% | +4.4% | -7.5% | -4.7% |
| 30D | +9.3% | +16.3% | -7.0% | +2.9% |
| 3M | -7.2% | +16.2% | -23.4% | -12.9% |
| 6M | +5.5% | +30.3% | -24.9% | -6.0% |
| YTD | +9.5% | -12.2% | +21.7% | +14.1% |
| 1Y | +6.4% | -11.3% | +17.7% | +10.3% |
| 3Y | +59.8% | +15.2% | +44.6% | +46.1% |
| 5Y | +98.0% | +18.0% | +79.9% | +75.5% |
| 10Y | +177.4% | +268.7% | -91.3% | +71.1% |
| All | +177.4% | +266.7% | -89.3% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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