+174.0%
GD vs EAT
+328.6%
-154.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +2.0% |
| 7D | -1.9% | -5.9% | +4.0% | -1.2% |
| 30D | +10.9% | +0.7% | +10.3% | +10.6% |
| 3M | -6.8% | -14.2% | +7.5% | -5.5% |
| 6M | +7.0% | +40.7% | -33.7% | +1.7% |
| YTD | +11.1% | +36.0% | -24.9% | +5.4% |
| 1Y | +7.0% | +83.1% | -76.0% | -2.4% |
| 3Y | +59.9% | +474.8% | -414.9% | +20.9% |
| 5Y | +102.5% | +347.6% | -245.1% | +53.1% |
| 10Y | +174.0% | +321.5% | -147.5% | +98.1% |
| All | +174.0% | +328.6% | -154.6% | +98.1% |
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