+188.5%
GD vs ECL
+199.1%
-10.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.0% | +0.1% |
| 7D | -5.0% | -0.8% | -4.2% | -4.7% |
| 30D | +8.9% | +8.1% | +0.8% | +5.3% |
| 3M | -8.0% | +6.4% | -14.4% | -10.6% |
| 6M | +2.9% | +14.8% | -11.9% | -3.5% |
| YTD | +7.1% | +15.5% | -8.4% | -0.4% |
| 1Y | +5.9% | +20.1% | -14.2% | -3.2% |
| 3Y | +53.9% | +77.8% | -23.9% | +15.8% |
| 5Y | +95.4% | +37.9% | +57.5% | +63.6% |
| All | +188.5% | +199.1% | -10.6% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling