-29.5%
DOW vs GD
+94.5%
-124.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | -9.5% | -5.0% | -4.5% | -7.2% |
| 30D | +13.1% | +8.9% | +4.1% | +8.4% |
| 3M | +4.8% | -8.0% | +12.9% | +9.0% |
| 6M | -16.7% | +2.9% | -19.6% | -18.7% |
| YTD | +38.9% | +7.1% | +31.8% | +31.8% |
| 1Y | +48.3% | +5.9% | +42.4% | +41.5% |
| 3Y | -24.4% | +53.9% | -78.2% | -41.0% |
| All | -29.5% | +94.5% | -124.1% | -54.4% |
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