+106.4%
GD vs AUR
-36.6%
+143.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | -5.3% | +8.7% | -14.0% | -5.5% |
| 30D | -6.4% | -5.2% | -1.2% | -6.3% |
| 3M | +5.7% | -7.3% | +13.0% | +5.8% |
| 6M | -0.9% | +41.2% | -42.2% | -2.6% |
| YTD | +8.2% | +65.1% | -56.9% | +5.7% |
| 1Y | +13.4% | +13.4% | 0.0% | +12.0% |
| 3Y | +68.5% | +98.1% | -29.6% | +60.2% |
| 5Y | +97.2% | -36.0% | +133.2% | +79.6% |
| All | +106.4% | -36.6% | +143.0% | +88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling