+2,862.6%
GD vs VRSN
+6,651.0%
-3,788.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.7% |
| 7D | -5.3% | +0.1% | -5.3% | -5.3% |
| 30D | -6.4% | -0.2% | -6.3% | -6.4% |
| 3M | +5.7% | -0.3% | +6.0% | +5.6% |
| 6M | -0.9% | +23.0% | -23.9% | -3.3% |
| YTD | +8.2% | +21.3% | -13.2% | +5.7% |
| 1Y | +13.4% | +6.7% | +6.7% | +12.2% |
| 3Y | +68.5% | +45.0% | +23.5% | +60.9% |
| 5Y | +97.2% | +35.0% | +62.1% | +88.7% |
| 10Y | +190.2% | +276.3% | -86.1% | +152.0% |
| All | +2,862.6% | +6,651.0% | -3,788.4% | +1,726.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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