+157.4%
GE vs GD
+180.8%
-23.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | -0.4% |
| 7D | +5.4% | -1.9% | +7.3% | +6.8% |
| 30D | +9.6% | +10.9% | -1.3% | +1.6% |
| 3M | -7.7% | -6.8% | -1.0% | -3.2% |
| 6M | +14.0% | +7.0% | +7.0% | +7.8% |
| YTD | +10.2% | +11.1% | -1.0% | +0.4% |
| 1Y | +8.9% | +7.0% | +1.9% | +2.1% |
| 3Y | +273.7% | +59.9% | +213.7% | +153.6% |
| 5Y | +410.2% | +102.5% | +307.7% | +176.3% |
| 10Y | +157.4% | +174.0% | -16.6% | +13.4% |
| All | +157.4% | +180.8% | -23.4% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling