+188.7%
GD vs M
-2.2%
+190.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.1% |
| 7D | -5.3% | +4.7% | -10.0% | -5.8% |
| 30D | -6.4% | -9.6% | +3.2% | -5.3% |
| 3M | +5.7% | +0.9% | +4.9% | +5.3% |
| 6M | -0.9% | +22.3% | -23.2% | -4.0% |
| YTD | +8.2% | +6.5% | +1.6% | +6.5% |
| 1Y | +13.4% | +38.8% | -25.3% | +7.6% |
| 3Y | +68.5% | +115.9% | -47.4% | +45.1% |
| 5Y | +97.2% | +28.6% | +68.5% | +72.9% |
| All | +188.7% | -2.2% | +190.8% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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