+861.4%
TER vs GD
+192.5%
+669.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.3% | -12.9% | -14.0% |
| 7D | -28.2% | -3.9% | -24.3% | -26.5% |
| 30D | -50.6% | +8.1% | -58.6% | -52.6% |
| 3M | -45.3% | -6.8% | -38.6% | -43.7% |
| 6M | -40.4% | +3.0% | -43.4% | -42.5% |
| YTD | +10.0% | +7.8% | +2.3% | +1.8% |
| 1Y | +13.6% | +5.8% | +7.8% | +6.4% |
| 3Y | +145.2% | +55.3% | +89.9% | +79.0% |
| 5Y | +50.4% | +96.7% | -46.3% | -7.2% |
| All | +861.4% | +192.5% | +669.0% | +422.2% |
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