+785.4%
MSCI vs GD
+190.6%
+594.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.6% | -2.0% |
| 7D | +2.8% | -5.0% | +7.8% | +5.3% |
| 30D | +15.4% | +8.9% | +6.5% | +10.7% |
| 3M | +13.4% | -8.0% | +21.5% | +17.8% |
| 6M | +10.9% | +2.9% | +8.0% | +8.9% |
| YTD | +13.0% | +7.1% | +5.9% | +8.0% |
| 1Y | +12.0% | +5.9% | +6.1% | +7.5% |
| 3Y | +34.1% | +53.9% | -19.8% | +4.7% |
| 5Y | +3.9% | +95.4% | -91.5% | -29.0% |
| All | +785.4% | +190.6% | +594.8% | +414.7% |
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