+101.3%
USB vs GD
+202.0%
-100.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +3.7% |
| 7D | +2.4% | +3.0% | -0.6% | +0.2% |
| 30D | +6.6% | +10.5% | -4.0% | -0.7% |
| 3M | -4.1% | -5.0% | +0.9% | -1.0% |
| 6M | +12.5% | +5.5% | +7.0% | +7.5% |
| YTD | +17.6% | +10.3% | +7.3% | +7.7% |
| 1Y | +36.5% | +8.2% | +28.3% | +26.7% |
| 3Y | +95.4% | +59.0% | +36.4% | +33.5% |
| 5Y | +26.1% | +104.3% | -78.1% | -31.6% |
| 10Y | +101.3% | +202.4% | -101.2% | -23.0% |
| All | +101.3% | +202.0% | -100.7% | -23.0% |
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