+1,381.0%
NET vs GD
+126.2%
+1,254.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -1.9% |
| 7D | -16.4% | +3.0% | -19.3% | -17.1% |
| 30D | -25.8% | +10.5% | -36.4% | -28.0% |
| 3M | -11.5% | -5.0% | -6.6% | -10.4% |
| 6M | +18.9% | +5.5% | +13.4% | +16.7% |
| YTD | +35.2% | +10.3% | +24.9% | +30.8% |
| 1Y | +14.5% | +8.2% | +6.3% | +11.5% |
| 3Y | +313.8% | +59.0% | +254.8% | +261.3% |
| 5Y | +32.6% | +104.3% | -71.7% | +12.3% |
| All | +1,381.0% | +126.2% | +1,254.8% | +1,279.4% |
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