+240.5%
GM vs GD
+693.8%
-453.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.2% |
| 7D | -3.4% | +1.9% | -5.3% | -4.7% |
| 30D | +2.7% | +9.2% | -6.5% | -3.7% |
| 3M | -0.4% | -7.5% | +7.1% | +5.0% |
| 6M | +13.3% | +5.8% | +7.5% | +7.8% |
| YTD | +6.8% | +9.8% | -3.0% | -2.3% |
| 1Y | +21.1% | +5.8% | +15.3% | +13.9% |
| 3Y | +231.0% | +58.0% | +173.0% | +125.9% |
| 5Y | +41.9% | +100.4% | -58.5% | -20.6% |
| 10Y | +205.7% | +167.5% | +38.2% | +29.9% |
| All | +240.5% | +693.8% | -453.2% | -42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling