+613.8%
GD vs BR
+1,465.0%
-851.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.1% |
| 7D | -5.0% | +6.5% | -11.4% | -7.4% |
| 30D | +8.9% | +18.9% | -10.0% | +1.4% |
| 3M | -8.0% | +16.3% | -24.3% | -13.8% |
| 6M | +2.9% | +26.2% | -23.3% | -7.3% |
| YTD | +7.1% | -13.1% | +20.2% | +11.5% |
| 1Y | +5.9% | -10.5% | +16.4% | +8.9% |
| 3Y | +53.9% | +13.3% | +40.5% | +41.7% |
| 5Y | +95.4% | +19.9% | +75.5% | +72.2% |
| 10Y | +193.5% | +254.2% | -60.8% | +60.1% |
| All | +613.8% | +1,465.0% | -851.1% | +104.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling