+97.2%
GD vs RACE
+93.6%
+3.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.5% |
| 7D | -5.3% | -2.5% | -2.7% | -4.9% |
| 30D | -6.4% | +0.8% | -7.2% | -6.6% |
| 3M | +5.7% | +17.2% | -11.5% | +3.1% |
| 6M | -0.9% | +13.6% | -14.5% | -3.1% |
| YTD | +8.2% | +12.2% | -4.0% | +5.7% |
| 1Y | +13.4% | -16.3% | +29.7% | +15.9% |
| 3Y | +68.5% | +36.4% | +32.1% | +54.8% |
| All | +97.2% | +93.6% | +3.7% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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