-27.5%
DOW vs GD
+99.6%
-127.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +5.2% | +2.7% | +2.6% | +3.8% |
| 30D | +13.2% | +8.6% | +4.6% | +8.6% |
| 3M | +10.1% | -7.1% | +17.1% | +13.9% |
| 6M | -13.1% | +7.5% | -20.5% | -17.1% |
| YTD | +46.1% | +9.9% | +36.2% | +36.9% |
| 1Y | +50.0% | +7.6% | +42.5% | +42.2% |
| 3Y | -20.2% | +56.2% | -76.4% | -38.4% |
| All | -27.5% | +99.6% | -127.1% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling