+26.1%
USB vs GD
+101.6%
-75.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +3.2% |
| 7D | +2.4% | +3.0% | -0.6% | +0.8% |
| 30D | +6.6% | +10.5% | -4.0% | +1.3% |
| 3M | -4.1% | -5.0% | +0.9% | -1.9% |
| 6M | +12.5% | +5.5% | +7.0% | +9.0% |
| YTD | +17.6% | +10.3% | +7.3% | +10.6% |
| 1Y | +36.5% | +8.2% | +28.3% | +29.7% |
| 3Y | +95.4% | +59.0% | +36.4% | +49.3% |
| 5Y | +26.1% | +104.3% | -78.1% | -22.7% |
| All | +26.1% | +101.6% | -75.5% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling