+174.0%
GD vs BR
+271.1%
-97.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | -1.9% | +5.0% | -6.9% | -3.8% |
| 30D | +10.9% | +16.6% | -5.7% | +4.3% |
| 3M | -6.8% | +12.0% | -18.7% | -11.1% |
| 6M | +7.0% | +30.7% | -23.7% | -4.8% |
| YTD | +11.1% | -11.9% | +23.1% | +15.6% |
| 1Y | +7.0% | -11.6% | +18.6% | +11.1% |
| 3Y | +59.9% | +15.0% | +44.9% | +46.2% |
| 5Y | +102.5% | +18.1% | +84.4% | +79.3% |
| 10Y | +174.0% | +278.6% | -104.6% | +63.6% |
| All | +174.0% | +271.1% | -97.1% | +63.6% |
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