+102.5%
GD vs ED
+81.8%
+20.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.2% |
| 7D | -1.9% | +2.1% | -4.0% | -2.6% |
| 30D | +10.9% | +12.4% | -1.5% | +6.7% |
| 3M | -6.8% | +13.1% | -19.9% | -10.5% |
| 6M | +7.0% | +14.1% | -7.1% | +2.2% |
| YTD | +11.1% | +23.1% | -11.9% | +3.1% |
| 1Y | +7.0% | +25.4% | -18.4% | -1.5% |
| 3Y | +59.9% | +47.9% | +12.1% | +35.4% |
| 5Y | +102.5% | +81.9% | +20.6% | +48.3% |
| All | +102.5% | +81.8% | +20.7% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling