+19,778.3%
GD vs D
+2,488.7%
+17,289.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.2% | -2.3% |
| 7D | -3.9% | +6.9% | -10.8% | -6.4% |
| 30D | +8.1% | +12.3% | -4.3% | +3.4% |
| 3M | -6.8% | +3.0% | -9.8% | -8.0% |
| 6M | +3.0% | +12.8% | -9.8% | -2.0% |
| YTD | +7.8% | +22.6% | -14.8% | -0.8% |
| 1Y | +5.8% | +21.7% | -15.9% | -2.5% |
| 3Y | +55.3% | +83.9% | -28.6% | +20.1% |
| 5Y | +96.7% | +14.0% | +82.7% | +81.1% |
| 10Y | +195.4% | +45.6% | +149.8% | +141.1% |
| All | +19,778.3% | +2,488.7% | +17,289.6% | +6,633.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling