+97.2%
GD vs IT
-40.5%
+137.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.9% | -1.2% |
| 7D | -5.3% | -6.0% | +0.8% | -4.5% |
| 30D | -6.4% | 0.0% | -6.4% | -6.5% |
| 3M | +5.7% | +13.1% | -7.4% | +3.2% |
| 6M | -0.9% | +11.7% | -12.6% | -3.6% |
| YTD | +8.2% | -26.1% | +34.3% | +12.4% |
| 1Y | +13.4% | -21.3% | +34.7% | +15.9% |
| 3Y | +68.5% | -46.7% | +115.2% | +85.1% |
| All | +97.2% | -40.5% | +137.8% | +106.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling