+55.5%
T vs GD
+190.6%
-135.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.6% |
| 7D | +1.0% | -5.0% | +6.0% | +3.0% |
| 30D | -10.6% | +8.9% | -19.5% | -13.7% |
| 3M | -7.7% | -8.0% | +0.3% | -4.9% |
| 6M | -13.3% | +2.9% | -16.2% | -14.6% |
| YTD | -8.8% | +7.1% | -15.8% | -12.4% |
| 1Y | -8.4% | +5.9% | -14.3% | -11.7% |
| 3Y | +59.6% | +53.9% | +5.8% | +27.5% |
| 5Y | +52.1% | +95.4% | -43.3% | +5.6% |
| All | +55.5% | +190.6% | -135.0% | -3.5% |
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