+512.0%
GD vs ALM
+7,705.7%
-7,193.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.8% |
| 7D | -5.3% | -2.6% | -2.6% | -5.2% |
| 30D | -6.4% | +32.0% | -38.4% | -6.5% |
| 3M | +5.7% | -15.0% | +20.7% | +5.7% |
| 6M | -0.9% | -10.1% | +9.2% | -1.0% |
| YTD | +8.2% | +99.4% | -91.3% | +7.9% |
| 1Y | +13.4% | +316.4% | -302.9% | +12.8% |
| 3Y | +68.5% | +2,022.0% | -1,953.5% | +66.7% |
| 5Y | +97.2% | +941.2% | -844.0% | +95.2% |
| 10Y | +190.2% | +2,950.3% | -2,760.2% | +185.9% |
| All | +512.0% | +7,705.7% | -7,193.7% | +493.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling