+19,851.2%
GD vs EAT
+11,644.8%
+8,206.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -5.3% | 0.0% | -5.3% | -5.3% |
| 30D | -6.4% | +1.9% | -8.3% | -6.8% |
| 3M | +5.7% | +68.7% | -63.0% | -2.2% |
| 6M | -0.9% | +66.9% | -67.8% | -8.7% |
| YTD | +8.2% | +60.4% | -52.3% | 0.0% |
| 1Y | +13.4% | +44.0% | -30.6% | +6.0% |
| 3Y | +68.5% | +604.7% | -536.2% | +21.0% |
| 5Y | +97.2% | +347.0% | -249.9% | +45.8% |
| 10Y | +190.2% | +390.8% | -200.6% | +89.3% |
| All | +19,851.2% | +11,644.8% | +8,206.5% | +6,824.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling