+125.1%
DUK vs GD
+189.7%
-64.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | +0.7% | -3.5% | +4.2% | +2.0% |
| 30D | -2.0% | -9.0% | +7.0% | +1.4% |
| 3M | +0.2% | +5.1% | -4.9% | -1.9% |
| 6M | -6.9% | -1.0% | -5.9% | -7.0% |
| YTD | +6.1% | +7.3% | -1.2% | +2.5% |
| 1Y | +4.4% | +12.4% | -8.0% | -1.2% |
| 3Y | +49.1% | +73.7% | -24.6% | +15.7% |
| 5Y | +39.6% | +93.8% | -54.2% | +2.4% |
| 10Y | +125.1% | +190.6% | -65.5% | +32.2% |
| All | +125.1% | +189.7% | -64.6% | +32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling