+621.1%
GD vs BR
+1,321.0%
-699.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -0.4% |
| 7D | -5.3% | -5.3% | 0.0% | -3.2% |
| 30D | -6.4% | +6.4% | -12.9% | -8.9% |
| 3M | +5.7% | +13.6% | -7.9% | -0.2% |
| 6M | -0.9% | -6.7% | +5.8% | +0.8% |
| YTD | +8.2% | -21.1% | +29.3% | +17.4% |
| 1Y | +13.4% | -29.6% | +43.0% | +28.9% |
| 3Y | +68.5% | -2.4% | +70.9% | +65.2% |
| 5Y | +97.2% | +11.2% | +85.9% | +79.1% |
| 10Y | +190.2% | +191.8% | -1.6% | +71.6% |
| All | +621.1% | +1,321.0% | -699.9% | +115.0% |
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