+537.5%
MAR vs GD
+180.8%
+356.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +1.8% |
| 7D | +2.9% | -1.9% | +4.7% | +4.0% |
| 30D | +17.0% | +10.9% | +6.1% | +9.6% |
| 3M | +23.2% | -6.8% | +29.9% | +28.2% |
| 6M | +21.7% | +7.0% | +14.7% | +15.7% |
| YTD | +38.9% | +11.1% | +27.7% | +27.4% |
| 1Y | +48.7% | +7.0% | +41.6% | +39.7% |
| 3Y | +122.9% | +59.9% | +63.0% | +56.4% |
| 5Y | +177.5% | +102.5% | +75.0% | +58.1% |
| 10Y | +537.5% | +174.0% | +363.5% | +189.1% |
| All | +537.5% | +180.8% | +356.7% | +189.1% |
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