+51.9%
DOW vs GD
+9.0%
+42.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.7% | -2.6% |
| 7D | -4.2% | +3.0% | -7.2% | -4.8% |
| 30D | +14.7% | +10.5% | +4.2% | +12.1% |
| 3M | +9.1% | -5.0% | +14.0% | +10.0% |
| 6M | -17.7% | +5.5% | -23.1% | -19.5% |
| YTD | +44.6% | +10.3% | +34.3% | +37.3% |
| 1Y | +51.9% | +8.2% | +43.7% | +44.3% |
| All | +51.9% | +9.0% | +42.9% | +44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling