+20,253.5%
GD vs D
+2,492.7%
+17,760.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -7.0% | -4.2% |
| 7D | +3.0% | +8.5% | -5.5% | -0.2% |
| 30D | +10.5% | +14.3% | -3.8% | +5.0% |
| 3M | -5.0% | +1.8% | -6.7% | -5.8% |
| 6M | +5.5% | +13.0% | -7.6% | +0.3% |
| YTD | +10.3% | +22.7% | -12.4% | +1.5% |
| 1Y | +8.2% | +22.6% | -14.5% | -0.6% |
| 3Y | +59.0% | +84.2% | -25.2% | +22.9% |
| 5Y | +104.3% | +15.8% | +88.5% | +86.9% |
| 10Y | +202.4% | +45.8% | +156.6% | +146.8% |
| All | +20,253.5% | +2,492.7% | +17,760.8% | +6,790.3% |
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 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