+174.0%
GD vs D
+44.7%
+129.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | -1.9% | +2.4% | -4.3% | -2.8% |
| 30D | +10.9% | +10.9% | 0.0% | +6.6% |
| 3M | -6.8% | +2.8% | -9.6% | -7.9% |
| 6M | +7.0% | +12.7% | -5.7% | +1.9% |
| YTD | +11.1% | +20.3% | -9.2% | +3.0% |
| 1Y | +7.0% | +17.1% | -10.1% | +0.1% |
| 3Y | +59.9% | +75.1% | -15.2% | +25.4% |
| 5Y | +102.5% | +13.1% | +89.3% | +89.6% |
| 10Y | +174.0% | +48.3% | +125.8% | +148.3% |
| All | +174.0% | +44.7% | +129.3% | +148.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling