-10.8%
DOW vs GD
+149.9%
-160.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.3% | -1.7% |
| 7D | -2.4% | -5.3% | +2.9% | +1.6% |
| 30D | +0.4% | -6.4% | +6.8% | +5.4% |
| 3M | -14.4% | +5.7% | -20.1% | -19.0% |
| 6M | -7.0% | -0.9% | -6.0% | -8.2% |
| YTD | +30.2% | +8.2% | +22.0% | +19.6% |
| 1Y | +29.2% | +13.4% | +15.8% | +14.1% |
| 3Y | -36.7% | +68.5% | -105.2% | -61.1% |
| 5Y | -37.7% | +97.2% | -134.8% | -68.3% |
| All | -10.8% | +149.9% | -160.7% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling