+19,778.3%
GD vs UL
+2,812.0%
+16,966.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.7% |
| 7D | -3.9% | +5.5% | -9.4% | -5.5% |
| 30D | +8.1% | +11.4% | -3.3% | +4.5% |
| 3M | -6.8% | +6.0% | -12.7% | -8.6% |
| 6M | +3.0% | +18.0% | -15.0% | -2.5% |
| YTD | +7.8% | +6.2% | +1.6% | +4.9% |
| 1Y | +5.8% | +1.5% | +4.3% | +4.2% |
| 3Y | +55.3% | +39.8% | +15.5% | +37.7% |
| 5Y | +96.7% | +34.3% | +62.3% | +73.8% |
| 10Y | +195.4% | +102.6% | +92.7% | +126.2% |
| All | +19,778.3% | +2,812.0% | +16,966.2% | +8,016.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling