+174.0%
GD vs SPG
+117.2%
+56.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | -1.9% | +5.6% | -7.5% | -3.3% |
| 30D | +10.9% | +17.6% | -6.7% | +6.3% |
| 3M | -6.8% | +7.5% | -14.2% | -8.5% |
| 6M | +7.0% | +18.5% | -11.5% | +2.2% |
| YTD | +11.1% | +30.9% | -19.8% | +3.2% |
| 1Y | +7.0% | +34.1% | -27.1% | -1.2% |
| 3Y | +59.9% | +135.5% | -75.6% | +26.1% |
| 5Y | +102.5% | +86.5% | +15.9% | +66.5% |
| 10Y | +174.0% | +116.1% | +57.9% | +99.4% |
| All | +174.0% | +117.2% | +56.8% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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