+56.0%
GD vs SPYG
+93.4%
-37.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.1% |
| 7D | +1.9% | +4.2% | -2.3% | +0.9% |
| 30D | +9.2% | -7.4% | +16.6% | +11.1% |
| 3M | -7.5% | -5.3% | -2.2% | -6.4% |
| 6M | +5.8% | -1.2% | +6.9% | +5.5% |
| YTD | +9.8% | +9.0% | +0.8% | +6.0% |
| 1Y | +5.8% | +8.8% | -3.0% | +2.2% |
| All | +56.0% | +93.4% | -37.3% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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