+2,534.1%
GD vs IBN
+1,532.9%
+1,001.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -5.3% | +1.4% | -6.7% | -5.5% |
| 30D | -6.4% | -0.3% | -6.1% | -6.4% |
| 3M | +5.7% | +17.1% | -11.4% | +3.1% |
| 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% | +13.7% |
| 3Y | +68.5% | +32.4% | +36.1% | +60.0% |
| 5Y | +97.2% | +59.2% | +38.0% | +80.9% |
| 10Y | +190.2% | +345.7% | -155.5% | +122.5% |
| All | +2,534.1% | +1,532.9% | +1,001.2% | +1,672.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling