+62.6%
NDAQ vs GD
+94.5%
-31.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +0.8% | -5.0% | +5.8% | +2.9% |
| 30D | +16.5% | +8.9% | +7.6% | +12.5% |
| 3M | +13.5% | -8.0% | +21.5% | +17.2% |
| 6M | +20.9% | +2.9% | +18.0% | +19.0% |
| YTD | +11.4% | +7.1% | +4.3% | +7.3% |
| 1Y | +25.9% | +5.9% | +20.0% | +21.8% |
| 3Y | +119.9% | +53.9% | +66.0% | +76.2% |
| All | +62.6% | +94.5% | -31.9% | +13.4% |
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