+913.8%
GD vs CF
+4,965.4%
-4,051.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.8% | -1.7% |
| 7D | +3.0% | -6.9% | +9.8% | +4.4% |
| 30D | +10.5% | -3.7% | +14.3% | +11.3% |
| 3M | -5.0% | -5.0% | 0.0% | -4.4% |
| 6M | +5.5% | -10.5% | +16.0% | +6.9% |
| YTD | +10.3% | +46.5% | -36.2% | +0.1% |
| 1Y | +8.2% | +34.8% | -26.7% | -0.3% |
| 3Y | +59.0% | +46.7% | +12.3% | +41.3% |
| 5Y | +104.3% | +112.0% | -7.7% | +63.2% |
| 10Y | +202.4% | +529.7% | -327.3% | +86.0% |
| All | +913.8% | +4,965.4% | -4,051.6% | +294.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling