+116.1%
GD vs PL
+16.0%
+100.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -10.1% | +7.8% | -1.9% |
| 7D | -3.9% | -20.5% | +16.6% | -3.0% |
| 30D | +8.1% | -38.8% | +46.8% | +10.2% |
| 3M | -6.8% | -49.1% | +42.4% | -4.3% |
| 6M | +3.0% | -69.4% | +72.4% | +7.4% |
| YTD | +7.8% | -42.3% | +50.1% | +8.4% |
| 1Y | +5.8% | -14.2% | +20.0% | +4.3% |
| 3Y | +55.3% | +398.7% | -343.4% | +36.3% |
| 5Y | +96.7% | +11.1% | +85.5% | +78.6% |
| All | +116.1% | +16.0% | +100.1% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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