+56.2%
GD vs AUR
+130.1%
-73.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.2% |
| 7D | +2.7% | -4.5% | +7.2% | +2.8% |
| 30D | +8.6% | -16.6% | +25.2% | +9.1% |
| 3M | -7.1% | -38.5% | +31.4% | -5.8% |
| 6M | +7.5% | -49.9% | +57.3% | +9.5% |
| YTD | +9.9% | +9.6% | +0.3% | +8.5% |
| 1Y | +7.6% | +1.2% | +6.3% | +6.3% |
| 3Y | +56.2% | +128.8% | -72.6% | +51.4% |
| All | +56.2% | +130.1% | -73.9% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling