+123.6%
GD vs COMP
-47.7%
+171.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | -5.3% | +1.4% | -6.6% | -5.3% |
| 30D | -6.4% | -13.3% | +6.9% | -6.0% |
| 3M | +5.7% | +41.1% | -35.4% | +4.3% |
| 6M | -0.9% | +17.2% | -18.1% | -1.9% |
| YTD | +8.2% | +5.2% | +3.0% | +7.4% |
| 1Y | +13.4% | +18.9% | -5.5% | +12.0% |
| 3Y | +68.5% | +215.9% | -147.4% | +58.5% |
| 5Y | +97.2% | -31.2% | +128.3% | +86.0% |
| All | +123.6% | -47.7% | +171.2% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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