+195.4%
GD vs BR
+186.1%
+9.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | +0.2% |
| 7D | -3.5% | -5.9% | +2.5% | -1.2% |
| 30D | -9.0% | +1.9% | -10.9% | -9.9% |
| 3M | +5.1% | +14.7% | -9.6% | -1.0% |
| 6M | -1.0% | -12.8% | +11.8% | +3.6% |
| YTD | +7.3% | -23.0% | +30.4% | +17.8% |
| 1Y | +12.4% | -31.7% | +44.1% | +29.6% |
| 3Y | +73.7% | -4.8% | +78.5% | +71.8% |
| 5Y | +93.8% | +7.8% | +85.9% | +77.7% |
| All | +195.4% | +186.1% | +9.3% | +103.2% |
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