+54.9%
GD vs SPG
+122.7%
-67.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -2.1% |
| 7D | -3.9% | +5.0% | -8.9% | -5.1% |
| 30D | +8.1% | +12.3% | -4.2% | +4.9% |
| 3M | -6.8% | +1.9% | -8.6% | -7.3% |
| 6M | +3.0% | +14.4% | -11.4% | -0.7% |
| YTD | +7.8% | +26.5% | -18.7% | +1.0% |
| 1Y | +5.8% | +30.7% | -24.9% | -1.7% |
| All | +54.9% | +122.7% | -67.9% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling