+2,417.1%
MSCI vs GD
+525.4%
+1,891.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.7% |
| 7D | +0.4% | -5.3% | +5.6% | +3.5% |
| 30D | +0.6% | -6.4% | +7.0% | +4.3% |
| 3M | -7.1% | +5.7% | -12.8% | -10.3% |
| 6M | +0.8% | -0.9% | +1.8% | +0.6% |
| YTD | +1.0% | +8.2% | -7.2% | -4.8% |
| 1Y | +4.3% | +13.4% | -9.1% | -4.6% |
| 3Y | +9.9% | +68.5% | -58.5% | -22.1% |
| 5Y | -6.8% | +97.2% | -103.9% | -40.5% |
| 10Y | +614.7% | +190.2% | +424.5% | +236.6% |
| All | +2,417.1% | +525.4% | +1,891.7% | +609.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling