+376.2%
GE vs GD
+97.4%
+278.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.1% | -3.2% |
| 7D | +0.5% | -3.9% | +4.4% | +2.6% |
| 30D | +1.7% | +8.1% | -6.3% | -2.5% |
| 3M | -17.3% | -6.8% | -10.5% | -14.3% |
| 6M | +10.1% | +3.0% | +7.1% | +7.9% |
| YTD | +2.6% | +7.8% | -5.2% | -2.2% |
| 1Y | +3.7% | +5.8% | -2.1% | -0.2% |
| 3Y | +268.3% | +55.3% | +213.0% | +185.6% |
| 5Y | +376.2% | +96.7% | +279.5% | +192.6% |
| All | +376.2% | +97.4% | +278.8% | +192.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling