+6,111.4%
GD vs SPG
+5,256.9%
+854.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | -5.3% | -2.4% | -2.9% | -4.7% |
| 30D | -6.4% | -6.8% | +0.4% | -4.8% |
| 3M | +5.7% | +2.7% | +3.0% | +4.9% |
| 6M | -0.9% | +5.5% | -6.4% | -2.4% |
| YTD | +8.2% | +15.7% | -7.5% | +4.1% |
| 1Y | +13.4% | +20.9% | -7.4% | +8.0% |
| 3Y | +68.5% | +112.4% | -43.9% | +38.6% |
| 5Y | +97.2% | +101.4% | -4.2% | +61.7% |
| 10Y | +190.2% | +60.6% | +129.6% | +129.1% |
| All | +6,111.4% | +5,256.9% | +854.5% | +2,196.2% |
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 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