+188.5%
GD vs ED
+129.3%
+59.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.7% | +0.2% |
| 7D | -5.0% | +1.6% | -6.6% | -5.6% |
| 30D | +8.9% | +13.3% | -4.4% | +4.0% |
| 3M | -8.0% | +9.7% | -17.8% | -11.3% |
| 6M | +2.9% | +12.8% | -9.9% | -1.8% |
| YTD | +7.1% | +22.3% | -15.2% | -1.2% |
| 1Y | +5.9% | +26.3% | -20.4% | -3.6% |
| 3Y | +53.9% | +45.0% | +8.8% | +30.8% |
| 5Y | +95.4% | +80.2% | +15.2% | +51.2% |
| All | +188.5% | +129.3% | +59.3% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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