+208.9%
W vs GD
+165.4%
+43.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.4% | -1.8% |
| 7D | -1.7% | +1.9% | -3.6% | -2.9% |
| 30D | +3.2% | +9.2% | -6.0% | -2.8% |
| 3M | +8.3% | -7.5% | +15.7% | +13.6% |
| 6M | +84.3% | +5.8% | +78.5% | +76.7% |
| YTD | +11.0% | +9.8% | +1.2% | +3.1% |
| 1Y | -0.2% | +5.8% | -6.0% | -5.1% |
| 3Y | +157.9% | +58.0% | +99.9% | +82.0% |
| 5Y | -56.8% | +100.4% | -157.2% | -74.5% |
| All | +208.9% | +165.4% | +43.5% | +56.5% |
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