-27.9%
DOW vs GD
+97.4%
-125.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.1% |
| 7D | -4.9% | -3.9% | -1.0% | -3.0% |
| 30D | +13.6% | +8.1% | +5.5% | +9.3% |
| 3M | +9.0% | -6.8% | +15.8% | +12.6% |
| 6M | -19.9% | +3.0% | -22.9% | -21.9% |
| YTD | +41.4% | +7.8% | +33.7% | +33.8% |
| 1Y | +47.4% | +5.8% | +41.6% | +40.8% |
| 3Y | -23.6% | +55.3% | -78.9% | -40.7% |
| 5Y | -27.9% | +96.7% | -124.6% | -53.8% |
| All | -27.9% | +97.4% | -125.3% | -53.8% |
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 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