+72.2%
V vs GD
+97.9%
-25.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.2% |
| 7D | -1.7% | -5.3% | +3.5% | +0.5% |
| 30D | +2.0% | -6.4% | +8.4% | +4.7% |
| 3M | +17.4% | +5.7% | +11.7% | +14.3% |
| 6M | +17.5% | -0.9% | +18.4% | +17.2% |
| YTD | +7.6% | +8.2% | -0.6% | +2.9% |
| 1Y | +7.7% | +13.4% | -5.7% | +0.6% |
| 3Y | +54.7% | +68.5% | -13.8% | +18.4% |
| All | +72.2% | +97.9% | -25.8% | +13.8% |
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