+5.9%
GD vs D
+19.8%
-13.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -5.0% | +3.0% | -7.9% | -5.6% |
| 30D | +8.9% | +11.5% | -2.6% | +6.4% |
| 3M | -8.0% | +3.7% | -11.8% | -8.9% |
| 6M | +2.9% | +13.5% | -10.6% | +0.1% |
| YTD | +7.1% | +20.7% | -13.7% | +2.3% |
| 1Y | +5.9% | +18.2% | -12.3% | +1.6% |
| All | +5.9% | +19.8% | -13.9% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling