+112.6%
GD vs S
-53.4%
+166.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.8% | +6.5% | -2.0% |
| 7D | -3.9% | -16.7% | +12.8% | -3.3% |
| 30D | +8.1% | -17.0% | +25.0% | +8.8% |
| 3M | -6.8% | +2.0% | -8.8% | -7.0% |
| 6M | +3.0% | +35.1% | -32.1% | +1.5% |
| YTD | +7.8% | +42.8% | -35.0% | +5.7% |
| 1Y | +5.8% | +27.7% | -21.9% | +4.2% |
| 3Y | +55.3% | +33.0% | +22.4% | +52.1% |
| 5Y | +96.7% | -68.0% | +164.7% | +91.8% |
| All | +112.6% | -53.4% | +166.0% | +112.0% |
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