+93.8%
GD vs KNX
+41.9%
+51.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.5% |
| 7D | -3.5% | +6.4% | -9.9% | -4.3% |
| 30D | -9.0% | +1.4% | -10.4% | -9.3% |
| 3M | +5.1% | -12.0% | +17.1% | +6.8% |
| 6M | -1.0% | +25.2% | -26.2% | -5.3% |
| YTD | +7.3% | +36.6% | -29.3% | +0.8% |
| 1Y | +12.4% | +67.6% | -55.2% | +1.5% |
| 3Y | +73.7% | +40.8% | +32.9% | +59.4% |
| 5Y | +93.8% | +43.3% | +50.4% | +75.2% |
| All | +93.8% | +41.9% | +51.8% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling