+116.0%
GD vs S
-48.9%
+164.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.0% | -5.8% | +2.0% |
| 7D | -3.0% | +1.6% | -4.6% | -3.1% |
| 30D | +9.3% | -10.5% | +19.8% | +9.7% |
| 3M | -7.2% | +9.9% | -17.1% | -7.7% |
| 6M | +5.5% | +41.8% | -36.3% | +3.7% |
| YTD | +9.5% | +56.8% | -47.3% | +7.1% |
| 1Y | +6.4% | +39.0% | -32.6% | +4.5% |
| 3Y | +59.8% | +53.8% | +6.0% | +55.8% |
| 5Y | +98.0% | -68.6% | +166.6% | +91.7% |
| All | +116.0% | -48.9% | +164.9% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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