+96.7%
GD vs COMP
-28.0%
+124.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.2% | +5.8% | -2.0% |
| 7D | -3.9% | -1.8% | -2.1% | -3.9% |
| 30D | +8.1% | -0.8% | +8.8% | +8.0% |
| 3M | -6.8% | -28.1% | +21.4% | -5.8% |
| 6M | +3.0% | +27.0% | -24.0% | +1.6% |
| YTD | +7.8% | -12.8% | +20.5% | +7.6% |
| 1Y | +5.8% | +4.9% | +0.9% | +4.9% |
| 3Y | +55.3% | +321.0% | -265.7% | +43.8% |
| 5Y | +96.7% | -25.6% | +122.3% | +91.3% |
| All | +96.7% | -28.0% | +124.6% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling