+174.0%
GD vs P
+691.2%
-517.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | -1.9% | -13.3% | +11.4% | -0.5% |
| 30D | +10.9% | -34.0% | +44.9% | +15.6% |
| 3M | -6.8% | +4.1% | -10.8% | -8.4% |
| 6M | +7.0% | +30.5% | -23.5% | +1.2% |
| YTD | +11.1% | +52.2% | -41.1% | +2.2% |
| 1Y | +7.0% | +10.3% | -3.2% | +1.9% |
| 3Y | +59.9% | +180.9% | -120.9% | +25.5% |
| 5Y | +102.5% | +259.7% | -157.3% | +47.3% |
| 10Y | +174.0% | +652.6% | -478.6% | +67.4% |
| All | +174.0% | +691.2% | -517.1% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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