+8.2%
GD vs ALM
+44.8%
-36.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.7% | -2.6% |
| 7D | +3.0% | -6.4% | +9.4% | +3.2% |
| 30D | +10.5% | -35.0% | +45.5% | +12.6% |
| 3M | -5.0% | -33.8% | +28.9% | -3.7% |
| 6M | +5.5% | -55.0% | +60.5% | +8.3% |
| YTD | +10.3% | -0.2% | +10.6% | +4.6% |
| 1Y | +8.2% | +41.8% | -33.6% | -1.1% |
| All | +8.2% | +44.8% | -36.7% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling