+116.9%
GD vs PL
+84.9%
+32.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.7% |
| 7D | -5.3% | -9.3% | +4.1% | -4.9% |
| 30D | -6.4% | -18.9% | +12.5% | -5.6% |
| 3M | +5.7% | -58.4% | +64.1% | +9.2% |
| 6M | -0.9% | -30.3% | +29.4% | -0.7% |
| YTD | +8.2% | -8.1% | +16.3% | +6.9% |
| 1Y | +13.4% | +180.5% | -167.1% | +6.1% |
| 3Y | +68.5% | +444.1% | -375.7% | +48.0% |
| 5Y | +97.2% | +83.0% | +14.1% | +74.4% |
| All | +116.9% | +84.9% | +32.0% | +91.9% |
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