+170.7%
GD vs DGX
+286.6%
-115.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | -1.9% | +4.6% | -6.5% | -3.3% |
| 30D | +10.9% | +11.9% | -1.0% | +7.1% |
| 3M | -6.8% | +9.2% | -15.9% | -9.4% |
| 6M | +7.0% | +39.0% | -32.0% | -3.7% |
| YTD | +11.1% | +51.4% | -40.3% | -3.3% |
| 1Y | +7.0% | +42.6% | -35.5% | -5.0% |
| 3Y | +59.9% | +105.9% | -46.0% | +23.4% |
| 5Y | +102.5% | +96.6% | +5.9% | +55.9% |
| All | +170.7% | +286.6% | -115.9% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling