+2,524.5%
GD vs IBN
+1,653.1%
+871.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.1% | -6.4% | -2.9% |
| 7D | -3.9% | +11.7% | -15.6% | -5.5% |
| 30D | +8.1% | +16.1% | -8.0% | +5.6% |
| 3M | -6.8% | +7.0% | -13.8% | -7.8% |
| 6M | +3.0% | +26.1% | -23.1% | -0.7% |
| YTD | +7.8% | +10.1% | -2.3% | +5.8% |
| 1Y | +5.8% | +8.0% | -2.2% | +4.2% |
| 3Y | +55.3% | +46.0% | +9.3% | +45.3% |
| 5Y | +96.7% | +63.9% | +32.8% | +79.7% |
| 10Y | +195.4% | +366.1% | -170.7% | +125.0% |
| All | +2,524.5% | +1,653.1% | +871.4% | +1,645.9% |
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