+1,858.7%
GD vs SPYG
+564.9%
+1,293.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | -5.3% | +0.4% | -5.6% | -5.4% |
| 30D | -6.4% | -0.4% | -6.0% | -6.2% |
| 3M | +5.7% | +0.5% | +5.2% | +4.9% |
| 6M | -0.9% | +17.5% | -18.4% | -9.9% |
| YTD | +8.2% | +14.3% | -6.2% | -0.3% |
| 1Y | +13.4% | +21.7% | -8.3% | +0.8% |
| 3Y | +68.5% | +98.6% | -30.1% | +11.9% |
| 5Y | +97.2% | +85.1% | +12.0% | +33.0% |
| 10Y | +190.2% | +412.0% | -221.8% | +8.8% |
| All | +1,858.7% | +564.9% | +1,293.8% | +365.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling