+188.5%
GD vs DD
+87.9%
+100.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | -5.0% | +4.6% | -9.6% | -6.5% |
| 30D | +8.9% | +11.8% | -2.9% | +4.8% |
| 3M | -8.0% | +2.2% | -10.2% | -9.0% |
| 6M | +2.9% | -1.6% | +4.5% | +2.8% |
| YTD | +7.1% | +23.0% | -15.9% | -1.8% |
| 1Y | +5.9% | +26.9% | -21.0% | -4.0% |
| 3Y | +53.9% | +77.9% | -24.0% | +19.1% |
| 5Y | +95.4% | +59.9% | +35.5% | +53.5% |
| All | +188.5% | +87.9% | +100.6% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling