+7.0%
GD vs EAT
+88.8%
-81.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +1.7% |
| 7D | -1.9% | -5.9% | +4.0% | -1.6% |
| 30D | +10.9% | +0.7% | +10.3% | +10.7% |
| 3M | -6.8% | -14.2% | +7.5% | -6.0% |
| 6M | +7.0% | +40.7% | -33.7% | +3.3% |
| YTD | +11.1% | +36.0% | -24.9% | +6.6% |
| 1Y | +7.0% | +83.1% | -76.0% | +3.0% |
| All | +7.0% | +88.8% | -81.7% | +3.0% |
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