+93.8%
GD vs DD
+58.5%
+35.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | -5.0% | +4.6% | -9.6% | -6.0% |
| 30D | +8.9% | +11.8% | -2.9% | +6.3% |
| 3M | -8.0% | +2.2% | -10.2% | -8.6% |
| 6M | +2.9% | -1.6% | +4.5% | +2.9% |
| YTD | +7.1% | +23.0% | -15.9% | +1.2% |
| 1Y | +5.9% | +26.9% | -21.0% | -0.7% |
| 3Y | +53.9% | +77.9% | -24.0% | +29.3% |
| All | +93.8% | +58.5% | +35.4% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling