+53.9%
GD vs IBN
+51.2%
+2.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -1.1% |
| 7D | -5.0% | +15.1% | -20.0% | -6.7% |
| 30D | +8.9% | +21.6% | -12.7% | +6.1% |
| 3M | -8.0% | +11.2% | -19.2% | -9.4% |
| 6M | +2.9% | +27.8% | -24.9% | -0.6% |
| YTD | +7.1% | +14.7% | -7.6% | +4.7% |
| 1Y | +5.9% | +14.4% | -8.5% | +3.6% |
| 3Y | +53.9% | +52.1% | +1.8% | +45.4% |
| All | +53.9% | +51.2% | +2.6% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 3y: compounded portfolio wealth divided by compounded IBN 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…
3y analysis · Full analysis span regression · 6 months rolling