+170.6%
GD vs RMD
+349.2%
-178.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -1.9% | -0.5% |
| 7D | +0.6% | -0.8% | +1.5% | +0.8% |
| 30D | +9.5% | +1.7% | +7.8% | +8.8% |
| 3M | -5.8% | +6.4% | -12.2% | -7.4% |
| 6M | +7.7% | +20.7% | -13.0% | +2.6% |
| YTD | +11.1% | -0.2% | +11.2% | +10.1% |
| 1Y | +6.1% | -4.5% | +10.6% | +6.2% |
| 3Y | +59.8% | +70.5% | -10.7% | +35.8% |
| 5Y | +104.6% | -1.6% | +106.2% | +95.9% |
| 10Y | +170.6% | +342.7% | -172.1% | +87.3% |
| All | +170.6% | +349.2% | -178.7% | +87.3% |
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