+19,778.3%
GD vs ED
+2,522.9%
+17,255.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.3% | -2.7% |
| 7D | -3.9% | +5.2% | -9.1% | -5.7% |
| 30D | +8.1% | +15.5% | -7.5% | +2.4% |
| 3M | -6.8% | +13.0% | -19.8% | -11.0% |
| 6M | +3.0% | +13.1% | -10.1% | -1.8% |
| YTD | +7.8% | +25.3% | -17.5% | -1.4% |
| 1Y | +5.8% | +30.5% | -24.7% | -4.7% |
| 3Y | +55.3% | +49.3% | +6.0% | +31.4% |
| 5Y | +96.7% | +84.6% | +12.1% | +52.7% |
| 10Y | +195.4% | +135.4% | +59.9% | +104.4% |
| All | +19,778.3% | +2,522.9% | +17,255.4% | +6,741.9% |
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