+82.8%
GM vs D
+8.5%
+74.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.4% |
| 7D | +0.4% | +0.8% | -0.4% | +0.2% |
| 30D | -1.8% | -0.7% | -1.1% | -1.7% |
| 3M | +2.6% | +2.1% | +0.5% | +2.0% |
| 6M | +14.6% | +6.8% | +7.7% | +12.2% |
| YTD | +6.2% | +16.5% | -10.3% | +1.5% |
| 1Y | +48.7% | +19.2% | +29.5% | +40.9% |
| 3Y | +168.3% | +61.9% | +106.5% | +126.5% |
| 5Y | +82.8% | +6.5% | +76.2% | +73.6% |
| All | +82.8% | +8.5% | +74.2% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 5y: compounded portfolio wealth divided by compounded D 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…
5y analysis · Full analysis span regression · 6 months rolling