+61.4%
T vs GD
+174.7%
-113.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +2.0% | +0.6% | +1.3% | +1.7% |
| 30D | -1.0% | +9.5% | -10.5% | -4.6% |
| 3M | -8.1% | -5.8% | -2.3% | -6.1% |
| 6M | -8.3% | +7.7% | -16.0% | -11.3% |
| YTD | -6.1% | +11.1% | -17.2% | -11.2% |
| 1Y | -7.4% | +6.1% | -13.5% | -10.7% |
| 3Y | +65.4% | +59.8% | +5.6% | +29.9% |
| 5Y | +57.6% | +104.6% | -47.0% | +7.0% |
| 10Y | +61.4% | +170.5% | -109.2% | -3.6% |
| All | +61.4% | +174.7% | -113.3% | -3.6% |
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