+188.7%
GD vs DD
+68.8%
+119.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.9% |
| 7D | -5.3% | -3.5% | -1.7% | -4.1% |
| 30D | -6.4% | -10.3% | +3.9% | -3.1% |
| 3M | +5.7% | -7.5% | +13.2% | +8.2% |
| 6M | -0.9% | -8.0% | +7.1% | +1.0% |
| YTD | +8.2% | +10.5% | -2.3% | +3.1% |
| 1Y | +13.4% | +38.3% | -24.8% | -0.6% |
| 3Y | +68.5% | +42.5% | +26.0% | +41.4% |
| 5Y | +97.2% | +60.2% | +37.0% | +52.9% |
| All | +188.7% | +68.8% | +119.8% | +91.7% |
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