+4.6%
GD vs Q
+68.3%
-63.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +0.2% |
| 7D | +2.7% | +1.2% | +1.5% | +2.6% |
| 30D | +8.6% | -2.7% | +11.3% | +8.6% |
| 3M | -7.1% | -16.9% | +9.9% | -6.4% |
| 6M | +7.5% | -26.9% | +34.3% | +8.4% |
| YTD | +9.9% | +45.2% | -35.3% | -0.4% |
| 1Y | +7.6% | +38.1% | -30.6% | -2.0% |
| All | +4.6% | +68.3% | -63.7% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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