+84.3%
BKR vs GD
+72.8%
+11.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +1.0% |
| 7D | +0.4% | -3.5% | +3.9% | +1.9% |
| 30D | +3.9% | -9.0% | +12.9% | +8.2% |
| 3M | -1.1% | +5.1% | -6.1% | -3.9% |
| 6M | +7.6% | -1.0% | +8.6% | +7.7% |
| YTD | +41.9% | +7.3% | +34.6% | +35.1% |
| 1Y | +42.2% | +12.4% | +29.8% | +31.3% |
| 3Y | +84.3% | +73.7% | +10.6% | +43.6% |
| All | +84.3% | +72.8% | +11.4% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling