+100.5%
GD vs AU
+381.3%
-280.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | +2.7% | -7.2% | +9.9% | +3.1% |
| 30D | +8.6% | -2.9% | +11.5% | +8.7% |
| 3M | -7.1% | -8.7% | +1.6% | -6.8% |
| 6M | +7.5% | -14.1% | +21.6% | +7.9% |
| YTD | +9.9% | +4.8% | +5.1% | +8.1% |
| 1Y | +7.6% | +11.9% | -4.3% | +5.1% |
| 3Y | +56.2% | +513.8% | -457.6% | +31.1% |
| All | +100.5% | +381.3% | -280.8% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling