+174.0%
GD vs ALM
+2,040.7%
-1,866.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.2% | +8.7% | +1.6% |
| 7D | -1.9% | -6.3% | +4.4% | -1.8% |
| 30D | +10.9% | -31.4% | +42.3% | +11.6% |
| 3M | -6.8% | -40.6% | +33.8% | -6.0% |
| 6M | +7.0% | -58.6% | +65.7% | +8.4% |
| YTD | +11.1% | -7.6% | +18.7% | +10.7% |
| 1Y | +7.0% | +13.8% | -6.8% | +6.2% |
| 3Y | +59.9% | +842.1% | -782.2% | +52.7% |
| 5Y | +102.5% | +407.4% | -304.9% | +93.8% |
| 10Y | +174.0% | +2,079.4% | -1,905.4% | +161.7% |
| All | +174.0% | +2,040.7% | -1,866.7% | +161.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling