+326.1%
TPR vs GD
+190.3%
+135.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +1.3% |
| 7D | -2.3% | -5.3% | +3.0% | +1.6% |
| 30D | -23.0% | -6.4% | -16.5% | -19.1% |
| 3M | -12.5% | +5.7% | -18.2% | -16.4% |
| 6M | -21.4% | -0.9% | -20.5% | -21.6% |
| YTD | -3.5% | +8.2% | -11.7% | -10.7% |
| 1Y | +17.4% | +13.4% | +3.9% | +4.5% |
| 3Y | +291.3% | +68.5% | +222.8% | +137.6% |
| 5Y | +241.9% | +97.2% | +144.8% | +71.6% |
| All | +326.1% | +190.3% | +135.8% | +54.2% |
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