+54.9%
GD vs IBN
+45.2%
+9.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.1% | -6.4% | -2.8% |
| 7D | -3.9% | +11.7% | -15.6% | -5.3% |
| 30D | +8.1% | +16.1% | -8.0% | +5.9% |
| 3M | -6.8% | +7.0% | -13.8% | -7.7% |
| 6M | +3.0% | +26.1% | -23.1% | -0.3% |
| YTD | +7.8% | +10.1% | -2.3% | +5.9% |
| 1Y | +5.8% | +8.0% | -2.2% | +4.3% |
| All | +54.9% | +45.2% | +9.7% | +47.1% |
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