+19,851.2%
GD vs CP
+7,669.4%
+12,181.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -5.3% | -2.7% | -2.6% | -4.5% |
| 30D | -6.4% | +0.2% | -6.6% | -6.5% |
| 3M | +5.7% | +2.6% | +3.1% | +4.7% |
| 6M | -0.9% | +6.0% | -6.9% | -3.1% |
| YTD | +8.2% | +24.9% | -16.8% | +0.6% |
| 1Y | +13.4% | +20.1% | -6.7% | +6.6% |
| 3Y | +68.5% | +16.4% | +52.1% | +57.8% |
| 5Y | +97.2% | +31.7% | +65.4% | +76.3% |
| 10Y | +190.2% | +223.9% | -33.7% | +98.8% |
| All | +19,851.2% | +7,669.4% | +12,181.8% | +6,036.5% |
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