+177.4%
GD vs HIG
+270.3%
-93.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.6% | +2.0% |
| 7D | -3.0% | -0.5% | -2.6% | -2.9% |
| 30D | +9.3% | +4.5% | +4.8% | +7.4% |
| 3M | -7.2% | -5.5% | -1.7% | -5.3% |
| 6M | +5.5% | +3.1% | +2.4% | +3.8% |
| YTD | +9.5% | -0.8% | +10.3% | +9.1% |
| 1Y | +6.4% | +6.1% | +0.4% | +3.1% |
| 3Y | +59.8% | +94.1% | -34.3% | +20.8% |
| 5Y | +98.0% | +106.4% | -8.4% | +44.3% |
| 10Y | +177.4% | +265.1% | -87.7% | +67.7% |
| All | +177.4% | +270.3% | -93.0% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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