+376.4%
NDAQ vs GD
+190.3%
+186.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.0% |
| 7D | -2.4% | -5.3% | +2.8% | +0.1% |
| 30D | +2.5% | -6.4% | +8.9% | +5.7% |
| 3M | +9.9% | +5.7% | +4.2% | +6.8% |
| 6M | +9.4% | -0.9% | +10.4% | +9.4% |
| YTD | +0.4% | +8.2% | -7.7% | -4.2% |
| 1Y | +4.0% | +13.4% | -9.4% | -3.2% |
| 3Y | +94.4% | +68.5% | +25.9% | +45.5% |
| 5Y | +56.7% | +97.2% | -40.4% | +7.1% |
| All | +376.4% | +190.3% | +186.1% | +147.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling