+4,361.9%
GD vs HIG
+1,002.1%
+3,359.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | -5.3% | +0.3% | -5.6% | -5.3% |
| 30D | -6.4% | -3.2% | -3.2% | -5.9% |
| 3M | +5.7% | +9.1% | -3.4% | +4.1% |
| 6M | -0.9% | -1.8% | +0.8% | -0.8% |
| YTD | +8.2% | +1.8% | +6.4% | +7.6% |
| 1Y | +13.4% | +4.6% | +8.9% | +12.3% |
| 3Y | +68.5% | +101.6% | -33.1% | +49.3% |
| 5Y | +97.2% | +124.5% | -27.3% | +71.2% |
| 10Y | +190.2% | +317.8% | -127.6% | +125.2% |
| All | +4,361.9% | +1,002.1% | +3,359.8% | +2,042.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling