+188.7%
GD vs EL
+31.9%
+156.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.7% | -2.3% |
| 7D | -5.3% | +0.8% | -6.0% | -5.4% |
| 30D | -6.4% | +19.8% | -26.3% | -9.9% |
| 3M | +5.7% | +25.7% | -20.0% | +0.7% |
| 6M | -0.9% | +5.4% | -6.4% | -3.0% |
| YTD | +8.2% | +0.2% | +7.9% | +6.1% |
| 1Y | +13.4% | +20.4% | -7.0% | +6.5% |
| 3Y | +68.5% | -32.1% | +100.6% | +73.4% |
| 5Y | +97.2% | -67.2% | +164.3% | +148.1% |
| All | +188.7% | +31.9% | +156.7% | +154.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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