+93.8%
GD vs EAT
+361.6%
-267.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.2% | -0.4% |
| 7D | -5.0% | -2.6% | -2.3% | -4.8% |
| 30D | +8.9% | +11.5% | -2.5% | +7.9% |
| 3M | -8.0% | -9.1% | +1.1% | -7.6% |
| 6M | +2.9% | +40.4% | -37.5% | -0.2% |
| YTD | +7.1% | +43.9% | -36.9% | +3.3% |
| 1Y | +5.9% | +101.9% | -96.0% | -0.5% |
| 3Y | +53.9% | +489.9% | -436.0% | +29.5% |
| All | +93.8% | +361.6% | -267.8% | +67.8% |
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