+268.6%
GE vs GD
+54.3%
+214.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.0% |
| 7D | +7.1% | -5.0% | +12.1% | +10.0% |
| 30D | +6.5% | +8.9% | -2.5% | +1.5% |
| 3M | -13.6% | -8.0% | -5.5% | -9.7% |
| 6M | +6.0% | +2.9% | +3.1% | +3.9% |
| YTD | +5.4% | +7.1% | -1.7% | +0.7% |
| 1Y | +6.5% | +5.9% | +0.5% | +2.4% |
| 3Y | +268.6% | +53.9% | +214.7% | +192.0% |
| All | +268.6% | +54.3% | +214.3% | +192.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling