+48.3%
DOW vs GD
+5.1%
+43.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -9.5% | -5.0% | -4.5% | -8.3% |
| 30D | +13.1% | +8.9% | +4.1% | +11.0% |
| 3M | +4.8% | -8.0% | +12.9% | +6.5% |
| 6M | -16.7% | +2.9% | -19.6% | -18.0% |
| YTD | +38.9% | +7.1% | +31.8% | +33.2% |
| 1Y | +48.3% | +5.9% | +42.4% | +41.8% |
| All | +48.3% | +5.1% | +43.2% | +41.8% |
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