+177.4%
GD vs ECL
+205.6%
-28.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.2% | +1.4% |
| 7D | -3.0% | -0.5% | -2.5% | -2.9% |
| 30D | +9.3% | +8.8% | +0.5% | +5.4% |
| 3M | -7.2% | +7.8% | -15.0% | -10.3% |
| 6M | +5.5% | +21.3% | -15.9% | -3.3% |
| YTD | +9.5% | +17.8% | -8.3% | +1.0% |
| 1Y | +6.4% | +21.1% | -14.6% | -3.0% |
| 3Y | +59.8% | +80.1% | -20.2% | +19.8% |
| 5Y | +98.0% | +40.5% | +57.5% | +64.5% |
| 10Y | +177.4% | +197.7% | -20.4% | +63.3% |
| All | +177.4% | +205.6% | -28.2% | +63.3% |
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