+488.8%
GS vs GD
+192.5%
+296.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.3% | -4.0% | -4.8% |
| 7D | -6.3% | -3.9% | -2.4% | -3.9% |
| 30D | -3.1% | +8.1% | -11.2% | -8.2% |
| 3M | -17.7% | -6.8% | -10.9% | -14.2% |
| 6M | -4.6% | +3.0% | -7.6% | -7.5% |
| YTD | +0.3% | +7.8% | -7.5% | -6.8% |
| 1Y | +11.7% | +5.8% | +5.9% | +5.1% |
| 3Y | +183.6% | +55.3% | +128.3% | +99.8% |
| 5Y | +141.0% | +96.7% | +44.3% | +37.7% |
| All | +488.8% | +192.5% | +296.4% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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