+8,438.8%
USB vs GD
+20,186.5%
-11,747.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.5% |
| 7D | +1.4% | -5.3% | +6.7% | +3.7% |
| 30D | -1.3% | -6.4% | +5.1% | +1.4% |
| 3M | +15.2% | +5.7% | +9.5% | +12.4% |
| 6M | +18.8% | -0.9% | +19.8% | +18.7% |
| YTD | +21.0% | +8.2% | +12.9% | +16.3% |
| 1Y | +34.0% | +13.4% | +20.6% | +26.3% |
| 3Y | +95.3% | +68.5% | +26.8% | +55.2% |
| 5Y | +40.4% | +97.2% | -56.8% | +4.3% |
| 10Y | +107.3% | +190.2% | -82.9% | +34.4% |
| All | +8,438.8% | +20,186.5% | -11,747.7% | +3,562.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling