+61.3%
NDAQ vs GD
+97.4%
-36.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -1.7% |
| 7D | +1.2% | -3.9% | +5.1% | +2.8% |
| 30D | +15.8% | +8.1% | +7.7% | +12.1% |
| 3M | +13.4% | -6.8% | +20.1% | +16.4% |
| 6M | +20.9% | +3.0% | +17.9% | +18.9% |
| YTD | +11.1% | +7.8% | +3.3% | +6.8% |
| 1Y | +26.5% | +5.8% | +20.7% | +22.5% |
| 3Y | +121.5% | +55.3% | +66.2% | +76.8% |
| 5Y | +61.3% | +96.7% | -35.4% | +11.9% |
| All | +61.3% | +97.4% | -36.1% | +11.9% |
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 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