+365.7%
SE vs GD
+103.3%
+262.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.4% |
| 7D | +2.0% | -5.0% | +7.0% | +4.2% |
| 30D | -20.0% | +8.9% | -28.9% | -23.0% |
| 3M | -31.8% | -8.0% | -23.7% | -29.5% |
| 6M | -15.9% | +2.9% | -18.8% | -17.5% |
| YTD | -40.6% | +7.1% | -47.7% | -43.1% |
| 1Y | -50.7% | +5.9% | -56.6% | -52.6% |
| 3Y | +70.3% | +53.9% | +16.4% | +36.4% |
| 5Y | -78.8% | +95.4% | -174.2% | -84.7% |
| All | +365.7% | +103.3% | +262.4% | +227.5% |
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 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