+59.8%
GD vs AUR
+136.0%
-76.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.4% | -3.2% | +2.1% |
| 7D | -3.0% | +9.9% | -13.0% | -3.3% |
| 30D | +9.3% | -20.2% | +29.5% | +10.0% |
| 3M | -7.2% | -34.1% | +26.9% | -6.1% |
| 6M | +5.5% | -34.3% | +39.8% | +6.4% |
| YTD | +9.5% | +21.1% | -11.6% | +7.7% |
| 1Y | +6.4% | +7.6% | -1.2% | +5.0% |
| 3Y | +59.8% | +159.8% | -99.9% | +55.1% |
| All | +59.8% | +136.0% | -76.2% | +55.1% |
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