+2,832.8%
GD vs VRSN
+7,034.5%
-4,201.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.4% | -0.5% |
| 7D | -5.0% | +0.5% | -5.4% | -5.0% |
| 30D | +8.9% | +4.9% | +4.0% | +8.4% |
| 3M | -8.0% | +5.8% | -13.9% | -8.6% |
| 6M | +2.9% | +12.6% | -9.7% | +1.4% |
| YTD | +7.1% | +28.2% | -21.2% | +4.0% |
| 1Y | +5.9% | +30.4% | -24.5% | +2.7% |
| 3Y | +53.9% | +54.6% | -0.7% | +46.0% |
| 5Y | +95.4% | +35.1% | +60.3% | +87.1% |
| 10Y | +193.5% | +294.0% | -100.5% | +153.7% |
| All | +2,832.8% | +7,034.5% | -4,201.7% | +1,697.0% |
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