+70.8%
GD vs IBN
+32.1%
+38.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -5.3% | +1.4% | -6.7% | -5.4% |
| 30D | -6.4% | -0.3% | -6.1% | -6.4% |
| 3M | +5.7% | +17.1% | -11.4% | +3.6% |
| 6M | -0.9% | +3.4% | -4.3% | -1.6% |
| YTD | +8.2% | +2.5% | +5.6% | +7.4% |
| 1Y | +13.4% | -4.2% | +17.6% | +13.5% |
| All | +70.8% | +32.1% | +38.7% | +68.2% |
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