+1,276.0%
AAPL vs GD
+185.2%
+1,090.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.2% | +1.5% |
| 7D | +3.7% | -3.0% | +6.7% | +5.0% |
| 30D | +4.2% | +9.3% | -5.1% | 0.0% |
| 3M | +12.0% | -7.2% | +19.2% | +15.4% |
| 6M | +19.8% | +5.5% | +14.3% | +16.3% |
| YTD | +29.3% | +9.5% | +19.9% | +22.6% |
| 1Y | +31.1% | +6.4% | +24.7% | +25.8% |
| 3Y | +94.9% | +59.8% | +35.0% | +51.4% |
| 5Y | +138.1% | +98.0% | +40.1% | +65.6% |
| 10Y | +1,276.0% | +177.4% | +1,098.6% | +818.2% |
| All | +1,276.0% | +185.2% | +1,090.8% | +818.2% |
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