+540.2%
MAR vs GD
+190.6%
+349.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.2% |
| 7D | +4.3% | -5.0% | +9.3% | +7.5% |
| 30D | +16.8% | +8.9% | +7.9% | +10.7% |
| 3M | +16.0% | -8.0% | +24.1% | +21.7% |
| 6M | +16.5% | +2.9% | +13.6% | +13.4% |
| YTD | +35.0% | +7.1% | +28.0% | +26.8% |
| 1Y | +49.4% | +5.9% | +43.4% | +41.1% |
| 3Y | +124.1% | +53.9% | +70.2% | +61.4% |
| 5Y | +159.2% | +95.4% | +63.8% | +51.5% |
| All | +540.2% | +190.6% | +349.6% | +202.0% |
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