+174.0%
GD vs EL
+60.9%
+113.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.4% |
| 7D | -1.9% | +7.6% | -9.5% | -3.3% |
| 30D | +10.9% | +15.7% | -4.8% | +7.8% |
| 3M | -6.8% | +30.5% | -37.3% | -11.8% |
| 6M | +7.0% | +32.5% | -25.5% | +0.5% |
| YTD | +11.1% | +9.4% | +1.7% | +6.9% |
| 1Y | +7.0% | +28.4% | -21.3% | -0.6% |
| 3Y | +59.9% | +4.4% | +55.5% | +47.6% |
| 5Y | +102.5% | -64.5% | +167.0% | +152.1% |
| 10Y | +174.0% | +64.9% | +109.1% | +133.3% |
| All | +174.0% | +60.9% | +113.2% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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