-30.8%
DOW vs GD
+98.0%
-128.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -2.5% |
| 7D | -9.4% | -3.0% | -6.4% | -8.0% |
| 30D | +8.9% | +9.3% | -0.4% | +4.2% |
| 3M | +6.7% | -7.2% | +13.9% | +10.5% |
| 6M | -14.2% | +5.5% | -19.6% | -17.4% |
| YTD | +36.9% | +9.5% | +27.4% | +28.5% |
| 1Y | +45.8% | +6.4% | +39.3% | +38.9% |
| 3Y | -23.9% | +59.8% | -83.7% | -41.8% |
| 5Y | -30.8% | +98.0% | -128.8% | -55.7% |
| All | -30.8% | +98.0% | -128.8% | -55.7% |
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