+7.2%
GD vs INFQ
-32.2%
+39.4%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INFQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.7% | -6.4% | +2.3% |
| 7D | -3.0% | +18.5% | -21.6% | -2.8% |
| 30D | +9.3% | -12.5% | +21.8% | +9.3% |
| 3M | -7.2% | -18.9% | +11.7% | -7.3% |
| 6M | +5.5% | -20.3% | +25.7% | +5.5% |
| All | +7.2% | -32.2% | +39.4% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INFQ.
Daily Out/Under-Performance
Portfolio return minus INFQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFQ 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 10y: compounded portfolio wealth divided by compounded INFQ 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…
10y analysis · Full analysis span regression · 6 months rolling