+53.9%
GD vs SPG
+124.5%
-70.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.9% |
| 7D | -5.0% | +4.9% | -9.9% | -6.1% |
| 30D | +8.9% | +15.6% | -6.7% | +5.0% |
| 3M | -8.0% | +4.1% | -12.1% | -9.1% |
| 6M | +2.9% | +13.6% | -10.7% | -0.6% |
| YTD | +7.1% | +27.5% | -20.5% | +0.1% |
| 1Y | +5.9% | +32.2% | -26.3% | -1.9% |
| 3Y | +53.9% | +126.0% | -72.1% | +26.2% |
| All | +53.9% | +124.5% | -70.7% | +26.2% |
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