+192.2%
GD vs KNX
+164.8%
+27.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.5% |
| 7D | -3.1% | +2.3% | -5.5% | -3.7% |
| 30D | -10.9% | +0.5% | -11.4% | -11.2% |
| 3M | +2.5% | -14.1% | +16.6% | +5.4% |
| 6M | -1.7% | +19.8% | -21.5% | -6.8% |
| YTD | +6.1% | +32.7% | -26.6% | -2.1% |
| 1Y | +11.7% | +62.3% | -50.6% | -2.4% |
| 3Y | +71.8% | +36.8% | +35.0% | +52.9% |
| 5Y | +92.2% | +41.8% | +50.4% | +65.5% |
| 10Y | +192.2% | +169.7% | +22.5% | +100.5% |
| All | +192.2% | +164.8% | +27.4% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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