+379.5%
SE vs GD
+107.9%
+271.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.7% | +2.0% |
| 7D | +3.3% | -3.0% | +6.3% | +4.6% |
| 30D | -18.2% | +9.3% | -27.4% | -21.3% |
| 3M | -31.3% | -7.2% | -24.1% | -29.3% |
| 6M | -10.1% | +5.5% | -15.6% | -12.7% |
| YTD | -38.9% | +9.5% | -48.4% | -42.0% |
| 1Y | -48.0% | +6.4% | -54.4% | -50.0% |
| 3Y | +78.8% | +59.8% | +19.0% | +40.9% |
| 5Y | -77.1% | +98.0% | -175.1% | -83.6% |
| All | +379.5% | +107.9% | +271.5% | +234.0% |
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 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