+223.6%
GD vs RACE
+688.6%
-465.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.3% | -6.8% | -3.6% |
| 7D | +3.0% | +9.9% | -6.9% | +0.7% |
| 30D | +10.5% | +12.8% | -2.3% | +7.4% |
| 3M | -5.0% | +7.4% | -12.3% | -6.7% |
| 6M | +5.5% | +27.6% | -22.1% | -1.0% |
| YTD | +10.3% | +18.4% | -8.0% | +4.8% |
| 1Y | +8.2% | +9.5% | -1.4% | +4.7% |
| 3Y | +59.0% | +33.9% | +25.1% | +41.5% |
| 5Y | +104.3% | +74.9% | +29.4% | +65.4% |
| 10Y | +202.4% | +814.9% | -612.4% | +63.1% |
| All | +223.6% | +688.6% | -465.0% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling