+622.3%
MSCI vs GD
+190.3%
+432.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.6% |
| 7D | +0.4% | -5.3% | +5.6% | +3.0% |
| 30D | +0.6% | -6.4% | +7.0% | +3.7% |
| 3M | -7.1% | +5.7% | -12.8% | -9.8% |
| 6M | +0.8% | -0.9% | +1.8% | +0.7% |
| YTD | +1.0% | +8.2% | -7.2% | -3.9% |
| 1Y | +4.3% | +13.4% | -9.1% | -3.3% |
| 3Y | +9.9% | +68.5% | -58.5% | -18.5% |
| 5Y | -6.8% | +97.2% | -103.9% | -36.7% |
| All | +622.3% | +190.3% | +432.0% | +283.4% |
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