+19,851.2%
GD vs D
+2,347.4%
+17,503.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.6% |
| 7D | -5.3% | +1.5% | -6.7% | -5.8% |
| 30D | -6.4% | -2.6% | -3.8% | -5.6% |
| 3M | +5.7% | 0.0% | +5.7% | +5.6% |
| 6M | -0.9% | +7.4% | -8.3% | -4.0% |
| YTD | +8.2% | +15.9% | -7.7% | +1.8% |
| 1Y | +13.4% | +18.1% | -4.7% | +5.8% |
| 3Y | +68.5% | +58.4% | +10.1% | +37.7% |
| 5Y | +97.2% | +5.2% | +92.0% | +87.2% |
| 10Y | +190.2% | +35.9% | +154.3% | +143.3% |
| All | +19,851.2% | +2,347.4% | +17,503.8% | +6,812.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling