+111.2%
GD vs S
-52.7%
+163.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.3% | -0.7% |
| 7D | -5.0% | -13.4% | +8.5% | -4.5% |
| 30D | +8.9% | -14.0% | +22.9% | +9.5% |
| 3M | -8.0% | +4.9% | -12.9% | -8.4% |
| 6M | +2.9% | +42.0% | -39.1% | +1.2% |
| YTD | +7.1% | +45.1% | -38.1% | +5.0% |
| 1Y | +5.9% | +33.1% | -27.1% | +4.2% |
| 3Y | +53.9% | +40.6% | +13.2% | +50.5% |
| 5Y | +95.4% | -67.5% | +162.9% | +90.4% |
| All | +111.2% | -52.7% | +163.9% | +110.5% |
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