+3.0%
GD vs IT
+36.6%
-33.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.1% | -2.1% |
| 7D | -3.9% | -12.0% | +8.1% | -3.3% |
| 30D | +8.1% | +7.1% | +1.0% | +7.6% |
| 3M | -6.8% | +6.3% | -13.0% | -7.1% |
| 6M | +3.0% | +32.5% | -29.5% | +0.3% |
| All | +3.0% | +36.6% | -33.6% | +0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling