+2,926.4%
V vs GD
+537.6%
+2,388.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | 0.0% |
| 7D | -1.7% | -5.3% | +3.5% | +1.2% |
| 30D | +2.0% | -6.4% | +8.4% | +5.6% |
| 3M | +17.4% | +5.7% | +11.7% | +13.3% |
| 6M | +17.5% | -0.9% | +18.4% | +17.4% |
| YTD | +7.6% | +8.2% | -0.6% | +1.7% |
| 1Y | +7.7% | +13.4% | -5.7% | -1.1% |
| 3Y | +54.7% | +68.5% | -13.8% | +11.1% |
| 5Y | +73.0% | +97.2% | -24.1% | +12.0% |
| 10Y | +390.9% | +190.2% | +200.7% | +142.5% |
| All | +2,926.4% | +537.6% | +2,388.9% | +872.0% |
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