+174.0%
GD vs IT
+88.3%
+85.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | -1.9% | -7.5% | +5.6% | -0.2% |
| 30D | +10.9% | -1.2% | +12.1% | +10.6% |
| 3M | -6.8% | -2.2% | -4.6% | -7.2% |
| 6M | +7.0% | +19.1% | -12.1% | -0.2% |
| YTD | +11.1% | -25.1% | +36.2% | +15.7% |
| 1Y | +7.0% | -17.4% | +24.4% | +8.2% |
| 3Y | +59.9% | -54.1% | +114.0% | +87.4% |
| 5Y | +102.5% | -42.7% | +145.1% | +114.2% |
| 10Y | +174.0% | +88.1% | +85.9% | +85.4% |
| All | +174.0% | +88.3% | +85.8% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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