+596.9%
GD vs CAPR
-99.1%
+696.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.3% | -2.3% |
| 7D | -3.9% | +29.7% | -33.6% | -4.0% |
| 30D | +8.1% | +11.0% | -2.9% | +8.0% |
| 3M | -6.8% | +118.8% | -125.6% | -7.1% |
| 6M | +3.0% | -73.9% | +76.9% | +3.2% |
| YTD | +7.8% | -70.2% | +78.0% | +7.9% |
| 1Y | +5.8% | +38.3% | -32.5% | +4.5% |
| 3Y | +55.3% | +199.7% | -144.3% | +52.0% |
| 5Y | +96.7% | +130.6% | -33.9% | +92.3% |
| 10Y | +195.4% | -68.5% | +263.9% | +185.2% |
| All | +596.9% | -99.1% | +696.1% | +578.2% |
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