+188.7%
GD vs CAPR
-75.6%
+264.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.8% |
| 7D | -5.3% | -2.0% | -3.3% | -5.2% |
| 30D | -6.4% | +139.2% | -145.6% | -6.9% |
| 3M | +5.7% | -66.4% | +72.1% | +5.9% |
| 6M | -0.9% | -63.1% | +62.2% | -0.8% |
| YTD | +8.2% | -67.4% | +75.6% | +8.3% |
| 1Y | +13.4% | +58.2% | -44.8% | +11.3% |
| 3Y | +68.5% | +42.2% | +26.3% | +63.6% |
| 5Y | +97.2% | +87.3% | +9.9% | +90.2% |
| All | +188.7% | -75.6% | +264.3% | +174.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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