+188.5%
GD vs CP
+253.8%
-65.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.1% |
| 7D | -5.0% | +2.8% | -7.7% | -6.1% |
| 30D | +8.9% | +10.2% | -1.3% | +4.5% |
| 3M | -8.0% | +2.4% | -10.4% | -9.2% |
| 6M | +2.9% | +7.7% | -4.8% | -0.8% |
| YTD | +7.1% | +26.0% | -18.9% | -4.2% |
| 1Y | +5.9% | +34.6% | -28.7% | -8.0% |
| 3Y | +53.9% | +26.7% | +27.2% | +33.8% |
| 5Y | +95.4% | +24.9% | +70.5% | +67.4% |
| All | +188.5% | +253.8% | -65.3% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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