+5.5%
GD vs AS
-8.6%
+14.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.1% | -7.7% | -3.0% |
| 7D | +3.0% | +13.8% | -10.8% | +1.6% |
| 30D | +10.5% | +16.7% | -6.1% | +8.8% |
| 3M | -5.0% | -11.5% | +6.6% | -4.3% |
| 6M | +5.5% | -5.5% | +11.0% | +5.1% |
| All | +5.5% | -8.6% | +14.1% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 6mo: compounded portfolio wealth divided by compounded AS 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…
6mo analysis · Full analysis span regression · 6 months rolling