+128.1%
GD vs COMP
-52.8%
+180.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.7% | -10.3% | -2.8% |
| 7D | +3.0% | +9.5% | -6.5% | +2.6% |
| 30D | +10.5% | +8.1% | +2.5% | +10.2% |
| 3M | -5.0% | -16.3% | +11.4% | -4.5% |
| 6M | +5.5% | +42.2% | -36.7% | +3.7% |
| YTD | +10.3% | -5.0% | +15.4% | +9.9% |
| 1Y | +8.2% | +20.1% | -11.9% | +6.7% |
| 3Y | +59.0% | +358.4% | -299.4% | +47.5% |
| 5Y | +104.3% | -21.9% | +126.2% | +93.5% |
| All | +128.1% | -52.8% | +180.8% | +112.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling