+190.4%
GD vs CP
+259.9%
-69.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -3.9% | +6.1% | -10.0% | -6.3% |
| 30D | +8.1% | +9.8% | -1.7% | +3.9% |
| 3M | -6.8% | +2.7% | -9.5% | -8.1% |
| 6M | +3.0% | +12.8% | -9.8% | -2.6% |
| YTD | +7.8% | +28.2% | -20.4% | -4.2% |
| 1Y | +5.8% | +34.1% | -28.3% | -7.9% |
| 3Y | +55.3% | +28.9% | +26.4% | +34.1% |
| 5Y | +96.7% | +27.1% | +69.6% | +67.3% |
| All | +190.4% | +259.9% | -69.5% | +58.1% |
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