+158.6%
GE vs GD
+174.7%
-16.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +4.0% | +0.6% | +3.4% | +3.6% |
| 30D | +11.1% | +9.5% | +1.6% | +3.9% |
| 3M | -6.7% | -5.8% | -0.9% | -2.8% |
| 6M | +14.3% | +7.7% | +6.5% | +7.5% |
| YTD | +11.7% | +11.1% | +0.7% | +1.9% |
| 1Y | +10.9% | +6.1% | +4.8% | +4.6% |
| 3Y | +279.0% | +59.8% | +219.2% | +157.3% |
| 5Y | +427.0% | +104.6% | +322.4% | +182.8% |
| 10Y | +158.6% | +170.6% | -12.0% | +14.6% |
| All | +158.6% | +174.7% | -16.2% | +14.6% |
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