+54.9%
GD vs ALM
+806.0%
-751.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.6% | +7.2% | -2.1% |
| 7D | -3.9% | -14.5% | +10.6% | -3.5% |
| 30D | +8.1% | -39.0% | +47.1% | +9.5% |
| 3M | -6.8% | -40.3% | +33.5% | -5.7% |
| 6M | +3.0% | -60.3% | +63.3% | +5.0% |
| YTD | +7.8% | -9.8% | +17.5% | +7.1% |
| 1Y | +5.8% | +30.8% | -25.0% | +4.3% |
| All | +54.9% | +806.0% | -751.1% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling