+188.5%
GD vs RMD
+350.6%
-162.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.0% | -0.3% |
| 7D | -5.0% | +2.3% | -7.3% | -5.5% |
| 30D | +8.9% | +4.1% | +4.8% | +7.7% |
| 3M | -8.0% | +5.7% | -13.8% | -9.5% |
| 6M | +2.9% | +12.9% | -10.0% | -0.6% |
| YTD | +7.1% | -1.5% | +8.6% | +6.4% |
| 1Y | +5.9% | -4.8% | +10.7% | +6.1% |
| 3Y | +53.9% | +57.5% | -3.6% | +33.2% |
| 5Y | +95.4% | -5.5% | +100.9% | +89.0% |
| All | +188.5% | +350.6% | -162.1% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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