+192.2%
GD vs DGX
+244.3%
-52.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -3.1% | -2.2% | -0.9% | -2.5% |
| 30D | -10.9% | -0.9% | -10.0% | -10.7% |
| 3M | +2.5% | +15.6% | -13.1% | -2.2% |
| 6M | -1.7% | +17.8% | -19.5% | -6.9% |
| YTD | +6.1% | +37.5% | -31.3% | -4.6% |
| 1Y | +11.7% | +31.2% | -19.5% | +1.7% |
| 3Y | +71.8% | +96.6% | -24.8% | +34.6% |
| 5Y | +92.2% | +64.9% | +27.3% | +57.6% |
| 10Y | +192.2% | +254.6% | -62.4% | +77.2% |
| All | +192.2% | +244.3% | -52.1% | +77.2% |
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