+319.4%
IR vs GD
+125.7%
+193.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.4% | -1.2% |
| 7D | +2.3% | -3.9% | +6.2% | +5.0% |
| 30D | +3.3% | +8.1% | -4.7% | -1.9% |
| 3M | -9.0% | -6.8% | -2.3% | -4.9% |
| 6M | +8.0% | +3.0% | +5.0% | +5.2% |
| YTD | +3.4% | +7.8% | -4.4% | -3.2% |
| 1Y | +4.5% | +5.8% | -1.3% | -0.9% |
| 3Y | +25.6% | +55.3% | -29.7% | -10.0% |
| 5Y | +43.8% | +96.7% | -52.9% | -14.8% |
| All | +319.4% | +125.7% | +193.7% | +118.3% |
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