+5,955.9%
GD vs IT
+6,493.7%
-537.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.1% | -1.7% |
| 7D | -3.9% | -12.0% | +8.1% | -2.3% |
| 30D | +8.1% | +7.1% | +1.0% | +6.7% |
| 3M | -6.8% | +6.3% | -13.0% | -8.1% |
| 6M | +3.0% | +32.5% | -29.5% | -2.6% |
| YTD | +7.8% | -21.5% | +29.3% | +9.0% |
| 1Y | +5.8% | -16.5% | +22.3% | +6.0% |
| 3Y | +55.3% | -48.8% | +104.1% | +65.1% |
| 5Y | +96.7% | -40.2% | +136.9% | +102.1% |
| 10Y | +195.4% | +112.1% | +83.3% | +151.4% |
| All | +5,955.9% | +6,493.7% | -537.8% | +3,836.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling