+20,253.5%
GD vs IP
+345.0%
+19,908.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -3.0% |
| 7D | +3.0% | +3.4% | -0.4% | +2.1% |
| 30D | +10.5% | +11.2% | -0.7% | +7.5% |
| 3M | -5.0% | -14.8% | +9.8% | -1.3% |
| 6M | +5.5% | +17.3% | -11.8% | +0.2% |
| YTD | +10.3% | -6.2% | +16.5% | +9.9% |
| 1Y | +8.2% | +2.3% | +5.8% | +5.2% |
| 3Y | +59.0% | +17.7% | +41.4% | +43.7% |
| 5Y | +104.3% | -8.4% | +112.7% | +94.6% |
| 10Y | +202.4% | +32.1% | +170.4% | +155.4% |
| All | +20,253.5% | +345.0% | +19,908.6% | +11,397.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling