+16.7%
GD vs XE
-62.9%
+79.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.0% | -4.7% | +2.3% |
| 7D | -3.0% | +7.6% | -10.7% | -2.9% |
| 30D | +9.3% | -18.6% | +27.9% | +8.9% |
| 3M | -7.2% | -50.7% | +43.5% | -8.1% |
| 6M | +5.5% | -63.0% | +68.5% | +1.9% |
| All | +16.7% | -62.9% | +79.6% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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