+17.6%
BND vs GD
+185.2%
-167.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.2% | 0.0% |
| 7D | +0.4% | -3.0% | +3.5% | +0.4% |
| 30D | +2.0% | +9.3% | -7.3% | +1.9% |
| 3M | -0.4% | -7.2% | +6.8% | -0.3% |
| 6M | -0.9% | +5.5% | -6.4% | -1.0% |
| YTD | -0.3% | +9.5% | -9.8% | -0.5% |
| 1Y | 0.0% | +6.4% | -6.5% | -0.2% |
| 3Y | +15.1% | +59.8% | -44.8% | +14.3% |
| 5Y | -1.5% | +98.0% | -99.5% | -2.4% |
| 10Y | +17.6% | +177.4% | -159.8% | +16.4% |
| All | +17.6% | +185.2% | -167.5% | +16.4% |
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