+174.0%
GD vs AU
+750.1%
-576.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.0% | +1.7% |
| 7D | -1.9% | +15.3% | -17.2% | -2.5% |
| 30D | +10.9% | -0.3% | +11.2% | +10.9% |
| 3M | -6.8% | -2.9% | -3.9% | -6.8% |
| 6M | +7.0% | -10.7% | +17.7% | +7.1% |
| YTD | +11.1% | +14.0% | -2.9% | +9.8% |
| 1Y | +7.0% | +32.5% | -25.5% | +5.1% |
| 3Y | +59.9% | +557.9% | -498.0% | +47.4% |
| 5Y | +102.5% | +441.0% | -338.5% | +86.1% |
| 10Y | +174.0% | +816.9% | -642.9% | +152.1% |
| All | +174.0% | +750.1% | -576.0% | +152.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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