+188.5%
GD vs ES
+85.7%
+102.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.2% | +0.3% |
| 7D | -5.0% | +1.9% | -6.9% | -5.6% |
| 30D | +8.9% | +7.1% | +1.9% | +6.3% |
| 3M | -8.0% | -1.9% | -6.1% | -7.6% |
| 6M | +2.9% | +4.4% | -1.5% | +1.1% |
| YTD | +7.1% | +7.3% | -0.2% | +3.9% |
| 1Y | +5.9% | +2.1% | +3.8% | +4.0% |
| 3Y | +53.9% | +41.8% | +12.0% | +30.7% |
| 5Y | +95.4% | +1.4% | +94.0% | +88.6% |
| All | +188.5% | +85.7% | +102.8% | +175.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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