+1,449.6%
NET vs GD
+121.7%
+1,327.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.5% |
| 7D | -7.0% | -5.3% | -1.7% | -5.5% |
| 30D | -4.8% | -6.4% | +1.6% | -2.9% |
| 3M | +3.8% | +5.7% | -1.9% | +2.0% |
| 6M | +50.0% | -0.9% | +51.0% | +50.1% |
| YTD | +41.5% | +8.2% | +33.3% | +37.9% |
| 1Y | +32.8% | +13.4% | +19.4% | +27.9% |
| 3Y | +335.9% | +68.5% | +267.4% | +275.1% |
| 5Y | +113.8% | +97.2% | +16.7% | +82.6% |
| All | +1,449.6% | +121.7% | +1,327.8% | +1,354.1% |
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