+6.5%
GE vs GD
+5.1%
+1.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.0% |
| 7D | +7.1% | -5.0% | +12.1% | +9.4% |
| 30D | +6.5% | +8.9% | -2.5% | +2.5% |
| 3M | -13.6% | -8.0% | -5.5% | -10.5% |
| 6M | +6.0% | +2.9% | +3.1% | +4.3% |
| YTD | +5.4% | +7.1% | -1.7% | +1.9% |
| 1Y | +6.5% | +5.9% | +0.5% | +3.9% |
| All | +6.5% | +5.1% | +1.4% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling