+188.7%
GD vs CF
+569.3%
-380.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.5% | -1.0% |
| 7D | -5.3% | +6.0% | -11.3% | -6.6% |
| 30D | -6.4% | +14.8% | -21.3% | -9.5% |
| 3M | +5.7% | +14.1% | -8.4% | +2.0% |
| 6M | -0.9% | +28.5% | -29.5% | -8.5% |
| YTD | +8.2% | +74.9% | -66.8% | -7.6% |
| 1Y | +13.4% | +61.7% | -48.3% | -1.5% |
| 3Y | +68.5% | +80.3% | -11.8% | +38.6% |
| 5Y | +97.2% | +226.0% | -128.8% | +29.6% |
| All | +188.7% | +569.3% | -380.7% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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