+13.4%
GD vs EAT
+37.5%
-24.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.8% |
| 7D | -5.3% | 0.0% | -5.3% | -5.3% |
| 30D | -6.4% | +1.9% | -8.3% | -6.6% |
| 3M | +5.7% | +68.7% | -63.0% | +1.4% |
| 6M | -0.9% | +66.9% | -67.8% | -5.3% |
| YTD | +8.2% | +60.4% | -52.3% | +3.3% |
| 1Y | +13.4% | +44.0% | -30.6% | +10.0% |
| All | +13.4% | +37.5% | -24.0% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling