+188.7%
GD vs UL
+65.6%
+123.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -5.3% | -1.3% | -3.9% | -4.9% |
| 30D | -6.4% | +0.5% | -6.9% | -6.6% |
| 3M | +5.7% | +17.6% | -11.9% | +0.3% |
| 6M | -0.9% | -5.4% | +4.4% | +0.3% |
| YTD | +8.2% | +0.7% | +7.5% | +7.2% |
| 1Y | +13.4% | -9.3% | +22.7% | +16.0% |
| 3Y | +68.5% | +24.5% | +44.0% | +54.2% |
| 5Y | +97.2% | +23.2% | +73.9% | +78.5% |
| All | +188.7% | +65.6% | +123.0% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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