+97.2%
GD vs CF
+227.0%
-129.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.5% | -1.3% |
| 7D | -5.3% | +6.0% | -11.3% | -6.0% |
| 30D | -6.4% | +14.8% | -21.3% | -8.3% |
| 3M | +5.7% | +14.1% | -8.4% | +3.5% |
| 6M | -0.9% | +28.5% | -29.5% | -5.8% |
| YTD | +8.2% | +74.9% | -66.8% | -2.3% |
| 1Y | +13.4% | +61.7% | -48.3% | +3.6% |
| 3Y | +68.5% | +80.3% | -11.8% | +48.2% |
| All | +97.2% | +227.0% | -129.8% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling