+92.2%
GD vs EQX
+79.7%
+12.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.2% |
| 7D | -3.1% | +1.7% | -4.9% | -3.2% |
| 30D | -10.9% | +11.1% | -22.0% | -11.5% |
| 3M | +2.5% | +23.1% | -20.6% | +1.2% |
| 6M | -1.7% | -21.8% | +20.2% | -1.0% |
| YTD | +6.1% | -8.1% | +14.2% | +5.9% |
| 1Y | +11.7% | +29.7% | -18.0% | +9.5% |
| 3Y | +71.8% | +179.9% | -108.1% | +60.2% |
| 5Y | +92.2% | +82.5% | +9.7% | +81.1% |
| All | +92.2% | +79.7% | +12.5% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 5y: compounded portfolio wealth divided by compounded EQX 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…
5y analysis · Full analysis span regression · 6 months rolling