+100.4%
GD vs HIG
+107.2%
-6.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | +9.2% | +4.4% | +4.9% | +7.3% |
| 3M | -7.5% | 0.0% | -7.5% | -7.6% |
| 6M | +5.8% | +3.8% | +2.0% | +3.7% |
| YTD | +9.8% | +0.7% | +9.1% | +8.7% |
| 1Y | +5.8% | +5.0% | +0.7% | +2.7% |
| 3Y | +58.0% | +95.3% | -37.3% | +15.3% |
| 5Y | +100.4% | +110.8% | -10.4% | +39.1% |
| All | +100.4% | +107.2% | -6.8% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling