+70.8%
GD vs HIG
+102.1%
-31.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | -5.3% | +0.3% | -5.6% | -5.4% |
| 30D | -6.4% | -3.2% | -3.2% | -5.4% |
| 3M | +5.7% | +9.1% | -3.4% | +2.1% |
| 6M | -0.9% | -1.8% | +0.8% | -0.6% |
| YTD | +8.2% | +1.8% | +6.4% | +6.9% |
| 1Y | +13.4% | +4.6% | +8.9% | +10.6% |
| All | +70.8% | +102.1% | -31.3% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling