+20,253.5%
GD vs CP
+7,925.2%
+12,328.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -3.6% |
| 7D | +3.0% | +5.6% | -2.6% | +1.3% |
| 30D | +10.5% | +10.0% | +0.5% | +7.4% |
| 3M | -5.0% | +4.4% | -9.4% | -6.4% |
| 6M | +5.5% | +14.1% | -8.6% | +1.1% |
| YTD | +10.3% | +29.1% | -18.7% | +1.5% |
| 1Y | +8.2% | +34.6% | -26.4% | -1.8% |
| 3Y | +59.0% | +29.8% | +29.3% | +44.1% |
| 5Y | +104.3% | +28.7% | +75.6% | +83.8% |
| 10Y | +202.4% | +267.3% | -64.9% | +100.1% |
| All | +20,253.5% | +7,925.2% | +12,328.3% | +6,092.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling