+39.0%
GD vs AHR
+364.8%
-325.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -3.5% | -3.4% | 0.0% | -3.1% |
| 30D | -9.0% | -3.8% | -5.3% | -8.7% |
| 3M | +5.1% | +20.1% | -15.0% | +2.7% |
| 6M | -1.0% | +7.1% | -8.1% | -2.0% |
| YTD | +7.3% | +17.2% | -9.9% | +4.8% |
| 1Y | +12.4% | +30.4% | -18.0% | +8.0% |
| All | +39.0% | +364.8% | -325.7% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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