+96.7%
GD vs ES
+5.0%
+91.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.9% |
| 7D | -3.9% | +5.9% | -9.8% | -5.5% |
| 30D | +8.1% | +10.2% | -2.1% | +5.1% |
| 3M | -6.8% | +0.4% | -7.2% | -7.0% |
| 6M | +3.0% | +6.9% | -3.9% | +0.8% |
| YTD | +7.8% | +10.5% | -2.7% | +4.3% |
| 1Y | +5.8% | +3.2% | +2.6% | +4.0% |
| 3Y | +55.3% | +49.0% | +6.3% | +31.9% |
| 5Y | +96.7% | +4.5% | +92.2% | +93.9% |
| All | +96.7% | +5.0% | +91.7% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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