+174.0%
GD vs AR
+52.4%
+121.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.3% | -0.5% | +3.4% |
| 7D | -1.9% | -5.8% | +3.9% | -1.3% |
| 30D | +10.9% | +4.8% | +6.1% | +10.4% |
| 3M | -6.8% | +1.5% | -8.3% | -7.0% |
| 6M | +7.0% | +4.7% | +2.3% | +6.2% |
| YTD | +11.1% | +9.2% | +1.9% | +9.4% |
| 1Y | +7.0% | +11.2% | -4.1% | +5.1% |
| 3Y | +59.9% | +46.2% | +13.7% | +50.3% |
| 5Y | +102.5% | +98.1% | +4.4% | +81.3% |
| 10Y | +174.0% | +54.5% | +119.5% | +126.3% |
| All | +174.0% | +52.4% | +121.6% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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