+311.1%
SPY vs GD
+174.7%
+136.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -0.9% | +0.6% | -1.6% | -1.2% |
| 30D | -2.4% | +9.5% | -11.8% | -6.5% |
| 3M | -1.2% | -5.8% | +4.7% | +1.4% |
| 6M | +3.3% | +7.7% | -4.4% | -1.0% |
| YTD | +12.3% | +11.1% | +1.2% | +5.3% |
| 1Y | +12.4% | +6.1% | +6.4% | +7.8% |
| 3Y | +78.8% | +59.8% | +19.0% | +37.3% |
| 5Y | +75.2% | +104.6% | -29.5% | +16.6% |
| 10Y | +311.1% | +170.6% | +140.6% | +139.6% |
| All | +311.1% | +174.7% | +136.4% | +139.6% |
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