+12.4%
GD vs AUR
+13.0%
-0.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -0.9% |
| 7D | -3.5% | +19.2% | -22.7% | -4.4% |
| 30D | -9.0% | -7.8% | -1.3% | -8.7% |
| 3M | +5.1% | +4.0% | +1.1% | +4.4% |
| 6M | -1.0% | +45.0% | -46.0% | -6.3% |
| YTD | +7.3% | +69.5% | -62.2% | -0.7% |
| 1Y | +12.4% | +13.0% | -0.6% | +7.4% |
| All | +12.4% | +13.0% | -0.6% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling