+98.0%
GD vs EAT
+368.3%
-270.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.7% | +2.4% |
| 7D | -3.0% | -3.9% | +0.9% | -2.8% |
| 30D | +9.3% | +5.0% | +4.3% | +8.8% |
| 3M | -7.2% | -9.6% | +2.4% | -6.8% |
| 6M | +5.5% | +46.8% | -41.3% | +1.9% |
| YTD | +9.5% | +41.8% | -32.3% | +5.7% |
| 1Y | +6.4% | +98.3% | -91.9% | +0.1% |
| 3Y | +59.8% | +503.1% | -443.2% | +34.3% |
| 5Y | +98.0% | +356.7% | -258.7% | +72.9% |
| All | +98.0% | +368.3% | -270.3% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling