+96.7%
GD vs IP
-12.5%
+109.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.6% | -1.7% |
| 7D | -3.9% | -5.0% | +1.1% | -3.1% |
| 30D | +8.1% | +6.5% | +1.5% | +6.9% |
| 3M | -6.8% | -18.0% | +11.3% | -3.8% |
| 6M | +3.0% | +10.3% | -7.3% | +0.7% |
| YTD | +7.8% | -9.9% | +17.6% | +8.3% |
| 1Y | +5.8% | -1.1% | +6.9% | +4.5% |
| 3Y | +55.3% | +13.0% | +42.3% | +43.4% |
| 5Y | +96.7% | -12.3% | +108.9% | +98.8% |
| All | +96.7% | -12.5% | +109.1% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling