+104.3%
GD vs D
+15.9%
+88.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -7.0% | -3.9% |
| 7D | +3.0% | +8.5% | -5.5% | +0.4% |
| 30D | +10.5% | +14.3% | -3.8% | +6.1% |
| 3M | -5.0% | +1.8% | -6.7% | -5.6% |
| 6M | +5.5% | +13.0% | -7.6% | +1.4% |
| YTD | +10.3% | +22.7% | -12.4% | +3.2% |
| 1Y | +8.2% | +22.6% | -14.5% | +1.1% |
| 3Y | +59.0% | +84.2% | -25.2% | +27.9% |
| 5Y | +104.3% | +15.8% | +88.5% | +107.0% |
| All | +104.3% | +15.9% | +88.4% | +107.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling