+112.6%
EOG vs GD
+188.9%
-76.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | +0.7% |
| 7D | +1.3% | -5.3% | +6.5% | +5.1% |
| 30D | +8.2% | -6.4% | +14.6% | +13.2% |
| 3M | +3.8% | +5.7% | -1.9% | -1.3% |
| 6M | +15.3% | -0.9% | +16.3% | +14.0% |
| YTD | +41.7% | +8.2% | +33.5% | +30.2% |
| 1Y | +23.6% | +13.4% | +10.1% | +8.9% |
| 3Y | +23.3% | +68.5% | -45.2% | -23.5% |
| 5Y | +170.4% | +97.2% | +73.3% | +46.4% |
| All | +112.6% | +188.9% | -76.4% | -7.6% |
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