+587.7%
XYZ vs GD
+192.5%
+395.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -2.6% |
| 7D | +9.2% | -3.9% | +13.1% | +11.7% |
| 30D | +9.8% | +8.1% | +1.7% | +4.0% |
| 3M | -0.2% | -6.8% | +6.6% | +3.7% |
| 6M | +18.0% | +3.0% | +14.9% | +14.2% |
| YTD | +29.1% | +7.8% | +21.3% | +20.7% |
| 1Y | +14.1% | +5.8% | +8.3% | +7.9% |
| 3Y | +72.6% | +55.3% | +17.3% | +23.2% |
| 5Y | -64.6% | +96.7% | -161.3% | -78.6% |
| All | +587.7% | +192.5% | +395.3% | +282.6% |
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