+7,192.8%
GD vs SPY
+3,091.8%
+4,101.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | -5.3% | +0.1% | -5.4% | -5.3% |
| 30D | -6.4% | +0.1% | -6.5% | -6.5% |
| 3M | +5.7% | +2.0% | +3.7% | +4.0% |
| 6M | -0.9% | +13.0% | -14.0% | -9.5% |
| YTD | +8.2% | +13.5% | -5.4% | -1.5% |
| 1Y | +13.4% | +20.0% | -6.5% | -0.7% |
| 3Y | +68.5% | +77.2% | -8.7% | +10.3% |
| 5Y | +97.2% | +81.9% | +15.3% | +24.8% |
| 10Y | +190.2% | +314.1% | -123.9% | +3.2% |
| All | +7,192.8% | +3,091.8% | +4,101.0% | +609.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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