+19,851.2%
GD vs ED
+2,217.3%
+17,633.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.3% |
| 7D | -5.3% | -0.2% | -5.1% | -5.2% |
| 30D | -6.4% | -0.1% | -6.3% | -6.4% |
| 3M | +5.7% | +3.9% | +1.8% | +4.1% |
| 6M | -0.9% | -3.0% | +2.1% | -0.1% |
| YTD | +8.2% | +10.7% | -2.5% | +3.7% |
| 1Y | +13.4% | +13.3% | +0.1% | +7.6% |
| 3Y | +68.5% | +34.5% | +34.0% | +48.1% |
| 5Y | +97.2% | +67.1% | +30.0% | +58.7% |
| 10Y | +190.2% | +103.0% | +87.1% | +112.2% |
| All | +19,851.2% | +2,217.3% | +17,633.9% | +7,095.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling