+96.7%
GD vs DD
+59.7%
+36.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -1.5% |
| 7D | -3.9% | +3.1% | -7.0% | -4.6% |
| 30D | +8.1% | +8.7% | -0.7% | +6.1% |
| 3M | -6.8% | -1.2% | -5.5% | -6.7% |
| 6M | +3.0% | -1.1% | +4.1% | +2.9% |
| YTD | +7.8% | +21.7% | -13.9% | +2.1% |
| 1Y | +5.8% | +24.0% | -18.2% | -0.3% |
| 3Y | +55.3% | +75.6% | -20.3% | +31.0% |
| 5Y | +96.7% | +58.2% | +38.5% | +63.3% |
| All | +96.7% | +59.7% | +36.9% | +63.3% |
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