+164.9%
GD vs BR
+275.8%
-110.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +1.9% | -1.3% | +3.1% | +2.4% |
| 30D | +9.2% | +13.7% | -4.5% | +3.7% |
| 3M | -7.5% | +13.8% | -21.3% | -12.4% |
| 6M | +5.8% | +29.7% | -23.9% | -5.6% |
| YTD | +9.8% | -12.6% | +22.4% | +14.6% |
| 1Y | +5.8% | -12.4% | +18.2% | +10.3% |
| 3Y | +58.0% | +14.1% | +43.9% | +44.9% |
| 5Y | +100.4% | +18.7% | +81.7% | +77.0% |
| All | +164.9% | +275.8% | -110.9% | +57.7% |
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