+7.0%
GD vs SPG
+33.1%
-26.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | -1.9% | +5.6% | -7.5% | -3.0% |
| 30D | +10.9% | +17.6% | -6.7% | +7.2% |
| 3M | -6.8% | +7.5% | -14.2% | -8.5% |
| 6M | +7.0% | +18.5% | -11.5% | +3.0% |
| YTD | +11.1% | +30.9% | -19.8% | +4.3% |
| 1Y | +7.0% | +34.1% | -27.1% | -1.0% |
| All | +7.0% | +33.1% | -26.0% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling