+170.6%
GD vs HIG
+268.2%
-97.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +0.6% | -0.7% | +1.3% | +0.9% |
| 30D | +9.5% | +5.4% | +4.1% | +7.2% |
| 3M | -5.8% | -0.9% | -4.9% | -5.6% |
| 6M | +7.7% | +4.8% | +2.9% | +5.4% |
| YTD | +11.1% | +0.9% | +10.2% | +9.9% |
| 1Y | +6.1% | +6.5% | -0.4% | +2.7% |
| 3Y | +59.8% | +95.7% | -35.9% | +20.4% |
| 5Y | +104.6% | +107.1% | -2.5% | +49.0% |
| 10Y | +170.6% | +262.6% | -92.1% | +64.8% |
| All | +170.6% | +268.2% | -97.7% | +64.8% |
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