+6,088.7%
GD vs SPG
+5,756.7%
+332.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.1% |
| 3M | -6.8% | +1.9% | -8.6% | -7.2% |
| 6M | +3.0% | +14.4% | -11.4% | -0.4% |
| YTD | +7.8% | +26.5% | -18.7% | +1.5% |
| 1Y | +5.8% | +30.7% | -24.9% | -1.2% |
| 3Y | +55.3% | +122.6% | -67.3% | +26.4% |
| 5Y | +96.7% | +73.3% | +23.4% | +67.4% |
| 10Y | +195.4% | +111.1% | +84.3% | +118.8% |
| All | +6,088.7% | +5,756.7% | +332.0% | +2,138.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling