+10.9%
SPY vs GD
+5.1%
+5.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.4% |
| 7D | -2.7% | -5.0% | +2.3% | -2.2% |
| 30D | -5.4% | +8.9% | -14.3% | -6.3% |
| 3M | -4.1% | -8.0% | +4.0% | -3.1% |
| 6M | +0.7% | +2.9% | -2.2% | +0.3% |
| YTD | +8.7% | +7.1% | +1.6% | +7.0% |
| 1Y | +10.9% | +5.9% | +5.0% | +9.7% |
| All | +10.9% | +5.1% | +5.8% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling