+96.7%
GD vs CP
+27.2%
+69.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -3.9% | +6.1% | -10.0% | -5.7% |
| 30D | +8.1% | +9.8% | -1.7% | +5.0% |
| 3M | -6.8% | +2.7% | -9.5% | -7.7% |
| 6M | +3.0% | +12.8% | -9.8% | -1.2% |
| YTD | +7.8% | +28.2% | -20.4% | -1.5% |
| 1Y | +5.8% | +34.1% | -28.3% | -4.8% |
| 3Y | +55.3% | +28.9% | +26.4% | +38.5% |
| 5Y | +96.7% | +27.1% | +69.6% | +71.8% |
| All | +96.7% | +27.2% | +69.5% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling