+121.4%
BKR vs GD
+195.0%
-73.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.1% | -7.0% |
| 7D | -6.7% | -3.2% | -3.5% | -4.5% |
| 30D | -8.3% | -9.6% | +1.3% | -1.5% |
| 3M | -5.4% | +4.3% | -9.7% | -9.2% |
| 6M | +0.8% | +0.5% | +0.3% | -1.3% |
| YTD | +31.8% | +6.6% | +25.2% | +22.6% |
| 1Y | +28.6% | +11.6% | +17.0% | +14.8% |
| 3Y | +71.2% | +72.6% | -1.3% | +5.5% |
| 5Y | +179.2% | +95.2% | +84.1% | +53.6% |
| All | +121.4% | +195.0% | -73.6% | -12.7% |
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 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