+188.5%
GD vs ALM
+2,022.9%
-1,834.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.8% | -0.7% |
| 7D | -5.0% | -6.7% | +1.7% | -4.9% |
| 30D | +8.9% | -32.9% | +41.8% | +9.7% |
| 3M | -8.0% | -39.5% | +31.4% | -7.3% |
| 6M | +2.9% | -62.0% | +64.9% | +4.4% |
| YTD | +7.1% | -7.8% | +14.9% | +6.6% |
| 1Y | +5.9% | +26.7% | -20.8% | +4.9% |
| 3Y | +53.9% | +825.4% | -771.5% | +46.9% |
| 5Y | +95.4% | +401.2% | -305.8% | +87.0% |
| All | +188.5% | +2,022.9% | -1,834.4% | +174.6% |
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