+419.8%
BKR vs GD
+20,728.9%
-20,309.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.5% |
| 7D | -0.4% | +0.6% | -1.1% | -0.7% |
| 30D | -11.6% | +9.5% | -21.1% | -15.1% |
| 3M | -23.4% | -5.8% | -17.6% | -21.5% |
| 6M | -22.9% | +7.7% | -30.6% | -25.8% |
| YTD | +10.2% | +11.1% | -0.9% | +4.0% |
| 1Y | +2.5% | +6.1% | -3.6% | -1.3% |
| 3Y | +53.1% | +59.8% | -6.7% | +22.8% |
| 5Y | +127.1% | +104.6% | +22.5% | +63.9% |
| 10Y | +56.4% | +170.6% | -114.2% | +1.6% |
| All | +419.8% | +20,728.9% | -20,309.2% | +59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling