+170.6%
GD vs CG
+299.0%
-128.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.3% |
| 7D | +0.6% | -3.8% | +4.5% | +1.6% |
| 30D | +9.5% | +7.5% | +2.0% | +7.3% |
| 3M | -5.8% | -14.4% | +8.5% | -2.5% |
| 6M | +7.7% | -15.7% | +23.4% | +11.6% |
| YTD | +11.1% | -29.0% | +40.0% | +19.5% |
| 1Y | +6.1% | -22.1% | +28.2% | +11.3% |
| 3Y | +59.8% | +49.1% | +10.7% | +34.6% |
| 5Y | +104.6% | -18.4% | +123.0% | +98.7% |
| 10Y | +170.6% | +295.1% | -124.5% | +68.9% |
| All | +170.6% | +299.0% | -128.4% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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