+188.7%
GD vs IP
+23.2%
+165.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.5% |
| 7D | -5.3% | -5.3% | 0.0% | -3.7% |
| 30D | -6.4% | -10.9% | +4.4% | -3.2% |
| 3M | +5.7% | +11.2% | -5.5% | +1.3% |
| 6M | -0.9% | -10.2% | +9.3% | +0.8% |
| YTD | +8.2% | -2.0% | +10.1% | +6.3% |
| 1Y | +13.4% | -19.1% | +32.5% | +18.1% |
| 3Y | +68.5% | +20.9% | +47.6% | +42.5% |
| 5Y | +97.2% | -17.8% | +115.0% | +93.1% |
| All | +188.7% | +23.2% | +165.5% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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