+564.8%
BKR vs GD
+20,186.6%
-19,621.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.6% |
| 7D | +1.7% | -5.3% | +7.0% | +4.1% |
| 30D | +3.3% | -6.4% | +9.8% | +6.3% |
| 3M | -3.6% | +5.7% | -9.3% | -6.4% |
| 6M | +5.0% | -0.9% | +6.0% | +4.6% |
| YTD | +40.9% | +8.2% | +32.8% | +34.7% |
| 1Y | +39.2% | +13.4% | +25.8% | +30.1% |
| 3Y | +83.7% | +68.5% | +15.3% | +43.8% |
| 5Y | +207.5% | +97.2% | +110.4% | +125.6% |
| 10Y | +136.3% | +190.2% | -53.9% | +50.2% |
| All | +564.8% | +20,186.6% | -19,621.7% | +106.8% |
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