+231.1%
GM vs DD
+66.6%
+164.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -2.4% | -3.5% | +1.1% | -0.3% |
| 30D | -1.1% | -11.7% | +10.5% | +6.6% |
| 3M | +6.1% | -9.2% | +15.3% | +12.4% |
| 6M | +15.0% | -7.2% | +22.2% | +18.9% |
| YTD | +6.0% | +6.6% | -0.6% | -0.1% |
| 1Y | +47.1% | +32.0% | +15.1% | +19.8% |
| 3Y | +170.5% | +42.1% | +128.4% | +101.3% |
| 5Y | +80.5% | +58.1% | +22.4% | +23.7% |
| All | +231.1% | +66.6% | +164.5% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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