+19,778.3%
GD vs DD
+1,069.5%
+18,708.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -1.2% |
| 7D | -3.9% | +3.1% | -7.0% | -4.9% |
| 30D | +8.1% | +8.7% | -0.7% | +5.3% |
| 3M | -6.8% | -1.2% | -5.5% | -6.7% |
| 6M | +3.0% | -1.1% | +4.1% | +2.7% |
| YTD | +7.8% | +21.7% | -13.9% | +0.6% |
| 1Y | +5.8% | +24.0% | -18.2% | -1.9% |
| 3Y | +55.3% | +75.6% | -20.3% | +26.7% |
| 5Y | +96.7% | +58.2% | +38.5% | +62.5% |
| 10Y | +195.4% | +88.0% | +107.4% | +120.9% |
| All | +19,778.3% | +1,069.5% | +18,708.7% | +9,290.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling