+56.0%
GD vs AU
+516.8%
-460.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.7% | -0.9% |
| 7D | +1.9% | -1.1% | +3.0% | +1.9% |
| 30D | +9.2% | -4.4% | +13.6% | +9.4% |
| 3M | -7.5% | -10.0% | +2.5% | -7.1% |
| 6M | +5.8% | -14.5% | +20.2% | +6.1% |
| YTD | +9.8% | +6.4% | +3.4% | +8.0% |
| 1Y | +5.8% | +7.7% | -1.9% | +3.8% |
| All | +56.0% | +516.8% | -460.8% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling