+96.7%
GD vs ED
+86.8%
+9.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.3% | -2.6% |
| 7D | -3.9% | +5.2% | -9.1% | -5.5% |
| 30D | +8.1% | +15.5% | -7.5% | +3.1% |
| 3M | -6.8% | +13.0% | -19.8% | -10.5% |
| 6M | +3.0% | +13.1% | -10.1% | -1.3% |
| YTD | +7.8% | +25.3% | -17.5% | -0.6% |
| 1Y | +5.8% | +30.5% | -24.7% | -3.9% |
| 3Y | +55.3% | +49.3% | +6.0% | +31.4% |
| 5Y | +96.7% | +84.6% | +12.1% | +45.6% |
| All | +96.7% | +86.8% | +9.9% | +45.6% |
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 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