+2,862.1%
MSCI vs GD
+538.0%
+2,324.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.6% | +8.0% | +6.8% |
| 7D | +11.5% | +3.0% | +8.5% | +9.5% |
| 30D | +22.1% | +10.5% | +11.6% | +15.2% |
| 3M | +18.4% | -5.0% | +23.4% | +21.5% |
| 6M | +16.6% | +5.5% | +11.1% | +12.5% |
| YTD | +18.8% | +10.3% | +8.5% | +10.6% |
| 1Y | +19.0% | +8.2% | +10.8% | +11.9% |
| 3Y | +40.7% | +59.0% | -18.3% | +3.6% |
| 5Y | +7.9% | +104.3% | -96.4% | -32.5% |
| 10Y | +848.9% | +202.4% | +646.4% | +335.0% |
| All | +2,862.1% | +538.0% | +2,324.1% | +723.5% |
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