+0.4%
DOW vs GD
+153.7%
-153.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.7% |
| 7D | +3.7% | +1.9% | +1.8% | +2.1% |
| 30D | +16.3% | +9.2% | +7.1% | +8.6% |
| 3M | +9.7% | -7.5% | +17.2% | +15.9% |
| 6M | -14.1% | +5.8% | -19.9% | -19.1% |
| YTD | +46.6% | +9.8% | +36.8% | +32.8% |
| 1Y | +56.8% | +5.8% | +51.1% | +46.2% |
| 3Y | -20.4% | +58.0% | -78.4% | -47.8% |
| 5Y | -27.4% | +100.4% | -127.9% | -63.6% |
| All | +0.4% | +153.7% | -153.2% | -59.1% |
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