+62.5%
T vs GD
+165.7%
-103.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.5% | +2.7% | -0.1% | +1.5% |
| 30D | -3.8% | +8.6% | -12.4% | -6.9% |
| 3M | -8.7% | -7.1% | -1.7% | -6.2% |
| 6M | -8.1% | +7.5% | -15.6% | -11.1% |
| YTD | -6.4% | +9.9% | -16.4% | -11.1% |
| 1Y | -9.8% | +7.6% | -17.3% | -13.5% |
| 3Y | +65.5% | +56.2% | +9.3% | +31.2% |
| 5Y | +57.0% | +100.6% | -43.7% | +7.5% |
| All | +62.5% | +165.7% | -103.2% | -3.2% |
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