+97.2%
GD vs D
+4.5%
+92.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.3% | -1.4% |
| 7D | -5.3% | +0.4% | -5.7% | -5.4% |
| 30D | -6.4% | -3.6% | -2.9% | -5.5% |
| 3M | +5.7% | -1.0% | +6.7% | +5.9% |
| 6M | -0.9% | +6.3% | -7.2% | -3.0% |
| YTD | +8.2% | +14.7% | -6.5% | +3.4% |
| 1Y | +13.4% | +16.9% | -3.5% | +7.6% |
| 3Y | +68.5% | +56.8% | +11.7% | +43.9% |
| All | +97.2% | +4.5% | +92.7% | +103.4% |
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