+96.7%
GD vs EAT
+381.2%
-284.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -2.1% |
| 7D | -3.9% | -3.3% | -0.6% | -3.7% |
| 30D | +8.1% | +11.7% | -3.6% | +7.1% |
| 3M | -6.8% | -5.9% | -0.9% | -6.6% |
| 6M | +3.0% | +46.7% | -43.7% | -0.4% |
| YTD | +7.8% | +48.2% | -40.4% | +3.7% |
| 1Y | +5.8% | +105.4% | -99.6% | -0.7% |
| 3Y | +55.3% | +502.8% | -447.5% | +30.6% |
| 5Y | +96.7% | +376.3% | -279.6% | +71.3% |
| All | +96.7% | +381.2% | -284.6% | +71.3% |
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