+3.0%
GD vs AG
-24.2%
+27.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -2.4% |
| 7D | -3.9% | -2.9% | -1.0% | -3.8% |
| 30D | +8.1% | -15.1% | +23.2% | +8.3% |
| 3M | -6.8% | -15.4% | +8.6% | -6.9% |
| 6M | +3.0% | -21.9% | +24.9% | +1.9% |
| All | +3.0% | -24.2% | +27.2% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 6mo: compounded portfolio wealth divided by compounded AG 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…
6mo analysis · Full analysis span regression · 6 months rolling