+104.3%
GD vs PL
+24.5%
+79.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.4% | +3.8% | -2.3% |
| 7D | +3.0% | -11.7% | +14.7% | +3.5% |
| 30D | +10.5% | -27.1% | +37.7% | +11.9% |
| 3M | -5.0% | -44.6% | +39.6% | -2.8% |
| 6M | +5.5% | -67.2% | +72.7% | +9.7% |
| YTD | +10.3% | -35.9% | +46.2% | +10.6% |
| 1Y | +8.2% | -0.4% | +8.5% | +6.0% |
| 3Y | +59.0% | +454.8% | -395.8% | +39.0% |
| 5Y | +104.3% | +24.8% | +79.5% | +84.1% |
| All | +104.3% | +24.5% | +79.8% | +84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling