+170.6%
GD vs DD
+99.0%
+71.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +0.6% | +3.2% | -2.6% | -0.4% |
| 30D | +9.5% | +20.3% | -10.8% | +2.8% |
| 3M | -5.8% | +8.2% | -14.0% | -8.5% |
| 6M | +7.7% | +3.4% | +4.3% | +5.9% |
| YTD | +11.1% | +30.6% | -19.6% | -0.2% |
| 1Y | +6.1% | +30.6% | -24.6% | -4.7% |
| 3Y | +59.8% | +91.1% | -31.3% | +20.8% |
| 5Y | +104.6% | +68.6% | +36.0% | +58.1% |
| 10Y | +170.6% | +99.9% | +70.7% | +79.7% |
| All | +170.6% | +99.0% | +71.6% | +79.7% |
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