+449.6%
V vs GD
+192.5%
+257.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.0% |
| 7D | +2.9% | -3.9% | +6.8% | +5.0% |
| 30D | +14.0% | +8.1% | +5.9% | +9.3% |
| 3M | +14.9% | -6.8% | +21.6% | +18.8% |
| 6M | +31.7% | +3.0% | +28.7% | +28.9% |
| YTD | +21.2% | +7.8% | +13.5% | +14.8% |
| 1Y | +25.3% | +5.8% | +19.5% | +19.7% |
| 3Y | +77.5% | +55.3% | +22.2% | +34.7% |
| 5Y | +102.6% | +96.7% | +5.9% | +31.1% |
| All | +449.6% | +192.5% | +257.2% | +214.4% |
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