+336.0%
IR vs GD
+130.2%
+205.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +2.5% | +2.7% | -0.1% | +0.8% |
| 30D | +9.2% | +8.6% | +0.6% | +3.3% |
| 3M | +0.9% | -7.1% | +8.0% | +5.7% |
| 6M | +19.2% | +7.5% | +11.8% | +12.9% |
| YTD | +7.5% | +9.9% | -2.4% | -0.6% |
| 1Y | +11.7% | +7.6% | +4.2% | +4.9% |
| 3Y | +23.9% | +56.2% | -32.3% | -11.4% |
| 5Y | +46.4% | +100.6% | -54.3% | -14.5% |
| All | +336.0% | +130.2% | +205.8% | +124.0% |
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