+515.5%
MAR vs GD
+185.2%
+330.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -1.2% |
| 7D | +0.2% | -3.0% | +3.3% | +2.0% |
| 30D | +14.0% | +9.3% | +4.7% | +7.7% |
| 3M | +18.1% | -7.2% | +25.3% | +23.2% |
| 6M | +18.6% | +5.5% | +13.1% | +13.8% |
| YTD | +35.3% | +9.5% | +25.8% | +25.2% |
| 1Y | +44.5% | +6.4% | +38.0% | +36.1% |
| 3Y | +120.7% | +59.8% | +60.9% | +54.9% |
| 5Y | +164.1% | +98.0% | +66.1% | +53.0% |
| 10Y | +515.5% | +177.4% | +338.1% | +187.4% |
| All | +515.5% | +185.2% | +330.3% | +187.4% |
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