+4,391.9%
GD vs EL
+1,750.9%
+2,641.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -1.5% |
| 7D | -3.9% | -1.1% | -2.8% | -3.8% |
| 30D | +8.1% | +15.3% | -7.2% | +4.7% |
| 3M | -6.8% | +24.2% | -31.0% | -11.6% |
| 6M | +3.0% | +30.9% | -27.9% | -3.8% |
| YTD | +7.8% | +3.9% | +3.9% | +4.2% |
| 1Y | +5.8% | +19.9% | -14.1% | -1.0% |
| 3Y | +55.3% | +2.5% | +52.8% | +42.9% |
| 5Y | +96.7% | -66.7% | +163.4% | +129.8% |
| 10Y | +195.4% | +54.9% | +140.5% | +134.8% |
| All | +4,391.9% | +1,750.9% | +2,641.0% | +2,235.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling