+19,851.2%
GD vs ES
+1,243.3%
+18,608.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -5.3% | +0.3% | -5.6% | -5.3% |
| 30D | -6.4% | -2.0% | -4.5% | -5.9% |
| 3M | +5.7% | +1.7% | +4.0% | +5.1% |
| 6M | -0.9% | -3.5% | +2.6% | -0.2% |
| YTD | +8.2% | +7.9% | +0.3% | +5.6% |
| 1Y | +13.4% | +17.2% | -3.7% | +7.7% |
| 3Y | +68.5% | +29.3% | +39.2% | +53.2% |
| 5Y | +97.2% | -5.7% | +102.9% | +95.0% |
| 10Y | +190.2% | +85.2% | +105.0% | +138.7% |
| All | +19,851.2% | +1,243.3% | +18,608.0% | +12,591.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling