+19,778.3%
GD vs ECL
+14,294.1%
+5,484.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.3% |
| 7D | -3.9% | +1.7% | -5.6% | -4.5% |
| 30D | +8.1% | +8.9% | -0.8% | +4.8% |
| 3M | -6.8% | +7.4% | -14.2% | -9.3% |
| 6M | +3.0% | +19.3% | -16.3% | -3.7% |
| YTD | +7.8% | +17.4% | -9.7% | +0.9% |
| 1Y | +5.8% | +19.4% | -13.6% | -1.6% |
| 3Y | +55.3% | +80.5% | -25.2% | +23.1% |
| 5Y | +96.7% | +40.2% | +56.4% | +67.1% |
| 10Y | +195.4% | +207.8% | -12.5% | +88.1% |
| All | +19,778.3% | +14,294.1% | +5,484.2% | +5,509.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling