+2,541.1%
DUK vs GD
+20,186.5%
-17,645.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.5% |
| 7D | 0.0% | -5.3% | +5.2% | +1.3% |
| 30D | -1.7% | -6.4% | +4.8% | -0.1% |
| 3M | -0.4% | +5.7% | -6.1% | -1.9% |
| 6M | -7.2% | -0.9% | -6.3% | -7.3% |
| YTD | +5.3% | +8.2% | -2.9% | +2.7% |
| 1Y | +3.0% | +13.4% | -10.5% | -0.8% |
| 3Y | +53.1% | +68.5% | -15.4% | +32.7% |
| 5Y | +37.9% | +97.2% | -59.2% | +14.8% |
| 10Y | +124.8% | +190.2% | -65.4% | +67.8% |
| All | +2,541.1% | +20,186.5% | -17,645.4% | +1,123.9% |
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