+16.2%
BND vs GD
+190.6%
-174.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | -0.1% |
| 7D | 0.0% | -5.0% | +5.0% | +0.1% |
| 30D | +2.3% | +8.9% | -6.7% | +2.2% |
| 3M | -0.2% | -8.0% | +7.8% | -0.1% |
| 6M | -1.0% | +2.9% | -3.9% | -1.0% |
| YTD | -0.4% | +7.1% | -7.4% | -0.5% |
| 1Y | -0.1% | +5.9% | -6.1% | -0.2% |
| 3Y | +15.1% | +53.9% | -38.7% | +14.4% |
| 5Y | -1.5% | +95.4% | -96.9% | -2.3% |
| All | +16.2% | +190.6% | -174.4% | +18.1% |
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