+613.6%
GD vs CAPR
-99.1%
+712.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.3% | -10.8% | -2.6% |
| 7D | +3.0% | +43.2% | -40.2% | +2.8% |
| 30D | +10.5% | +14.7% | -4.1% | +10.5% |
| 3M | -5.0% | +113.9% | -118.9% | -5.3% |
| 6M | +5.5% | -73.4% | +78.9% | +5.7% |
| YTD | +10.3% | -69.1% | +79.4% | +10.4% |
| 1Y | +8.2% | +47.2% | -39.0% | +6.8% |
| 3Y | +59.0% | +210.8% | -151.8% | +55.6% |
| 5Y | +104.3% | +134.1% | -29.9% | +99.7% |
| 10Y | +202.4% | -67.3% | +269.8% | +192.0% |
| All | +613.6% | -99.1% | +712.7% | +594.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling