+164.9%
GD vs EAT
+319.3%
-154.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.4% | -0.9% |
| 7D | +1.9% | -7.1% | +9.0% | +2.8% |
| 30D | +9.2% | -2.3% | +11.6% | +9.3% |
| 3M | -7.5% | -19.6% | +12.2% | -5.3% |
| 6M | +5.8% | +46.0% | -40.3% | 0.0% |
| YTD | +9.8% | +37.7% | -27.9% | +4.0% |
| 1Y | +5.8% | +73.8% | -68.0% | -2.9% |
| 3Y | +58.0% | +482.1% | -424.0% | +19.3% |
| 5Y | +100.4% | +362.5% | -262.0% | +50.9% |
| All | +164.9% | +319.3% | -154.4% | +87.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling