+105.6%
EOG vs GD
+102.9%
+2.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +4.6% | +0.6% | +3.9% | +4.2% |
| 30D | +2.9% | +9.5% | -6.6% | -1.8% |
| 3M | +8.0% | -5.8% | +13.8% | +11.1% |
| 6M | +17.0% | +7.7% | +9.3% | +11.3% |
| YTD | +51.1% | +11.1% | +40.0% | +39.6% |
| 1Y | +45.1% | +6.1% | +39.0% | +37.9% |
| 3Y | +39.4% | +59.8% | -20.4% | -4.0% |
| 5Y | +105.6% | +104.6% | +1.0% | +11.7% |
| All | +105.6% | +102.9% | +2.7% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling