+387.7%
V vs GD
+190.3%
+197.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | 0.0% |
| 7D | -1.7% | -5.3% | +3.5% | +1.1% |
| 30D | +2.0% | -6.4% | +8.4% | +5.5% |
| 3M | +17.4% | +5.7% | +11.7% | +13.5% |
| 6M | +17.5% | -0.9% | +18.4% | +17.4% |
| YTD | +7.6% | +8.2% | -0.6% | +1.9% |
| 1Y | +7.7% | +13.4% | -5.7% | -0.9% |
| 3Y | +54.7% | +68.5% | -13.8% | +11.7% |
| 5Y | +73.0% | +97.2% | -24.1% | +12.0% |
| All | +387.7% | +190.3% | +197.4% | +156.7% |
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 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