-4.6%
DOW vs GD
+156.7%
-161.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +0.6% |
| 7D | -6.8% | -1.9% | -5.0% | -5.5% |
| 30D | +10.8% | +10.9% | -0.2% | +2.3% |
| 3M | +4.1% | -6.8% | +10.9% | +9.4% |
| 6M | -12.7% | +7.0% | -19.8% | -18.5% |
| YTD | +39.2% | +11.1% | +28.1% | +25.0% |
| 1Y | +49.5% | +7.0% | +42.4% | +38.2% |
| 3Y | -24.4% | +59.9% | -84.3% | -50.8% |
| 5Y | -29.6% | +102.5% | -132.0% | -64.9% |
| All | -4.6% | +156.7% | -161.3% | -61.5% |
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