+102.5%
GD vs ALM
+395.6%
-293.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.2% | +8.7% | +1.7% |
| 7D | -1.9% | -6.3% | +4.4% | -1.7% |
| 30D | +10.9% | -31.4% | +42.3% | +12.0% |
| 3M | -6.8% | -40.6% | +33.8% | -5.7% |
| 6M | +7.0% | -58.6% | +65.7% | +9.0% |
| YTD | +11.1% | -7.6% | +18.7% | +10.3% |
| 1Y | +7.0% | +13.8% | -6.8% | +5.7% |
| 3Y | +59.9% | +842.1% | -782.2% | +49.0% |
| 5Y | +102.5% | +407.4% | -304.9% | +90.8% |
| All | +102.5% | +395.6% | -293.1% | +90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling