+2,707.2%
DUK vs GD
+19,982.5%
-17,275.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.6% |
| 7D | +0.3% | -5.0% | +5.3% | +1.5% |
| 30D | +10.6% | +8.9% | +1.7% | +8.3% |
| 3M | +4.0% | -8.0% | +12.1% | +6.1% |
| 6M | +3.6% | +2.9% | +0.7% | +2.6% |
| YTD | +11.9% | +7.1% | +4.8% | +9.4% |
| 1Y | +6.7% | +5.9% | +0.7% | +4.5% |
| 3Y | +59.4% | +53.9% | +5.6% | +41.4% |
| 5Y | +52.4% | +95.4% | -43.0% | +27.0% |
| 10Y | +148.2% | +193.5% | -45.3% | +84.7% |
| All | +2,707.2% | +19,982.5% | -17,275.3% | +1,203.1% |
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