+230.7%
GM vs DD
+247.5%
-16.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -0.9% |
| 7D | -1.1% | -3.8% | +2.7% | +1.1% |
| 30D | -4.6% | -9.2% | +4.7% | +0.9% |
| 3M | +0.2% | -9.0% | +9.2% | +5.7% |
| 6M | +12.6% | -5.0% | +17.6% | +14.8% |
| YTD | +3.7% | +7.4% | -3.7% | -2.2% |
| 1Y | +45.6% | +35.1% | +10.5% | +18.7% |
| 3Y | +162.0% | +43.2% | +118.8% | +98.7% |
| 5Y | +80.5% | +59.6% | +20.8% | +27.6% |
| 10Y | +231.3% | +66.5% | +164.8% | +108.0% |
| All | +230.7% | +247.5% | -16.8% | +25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling