-28.1%
GOOG vs GD
+2.2%
-30.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.6% |
| 7D | +2.1% | -5.0% | +7.0% | +0.8% |
| 30D | -18.3% | +8.9% | -27.2% | -18.8% |
| 3M | -20.3% | -8.0% | -12.3% | -19.1% |
| 6M | -28.1% | +2.9% | -31.0% | -29.1% |
| All | -28.1% | +2.2% | -30.2% | -29.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling