+177.4%
GD vs UL
+102.0%
+75.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.3% | +2.0% |
| 7D | -3.0% | +0.3% | -3.3% | -3.2% |
| 30D | +9.3% | +7.0% | +2.3% | +7.0% |
| 3M | -7.2% | +5.8% | -13.0% | -8.9% |
| 6M | +5.5% | +16.1% | -10.7% | +0.3% |
| YTD | +9.5% | +4.5% | +5.0% | +7.1% |
| 1Y | +6.4% | -1.3% | +7.7% | +5.9% |
| 3Y | +59.8% | +35.0% | +24.9% | +42.3% |
| 5Y | +98.0% | +31.9% | +66.1% | +74.7% |
| 10Y | +177.4% | +99.3% | +78.1% | +130.9% |
| All | +177.4% | +102.0% | +75.4% | +130.9% |
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