+944.1%
BSX vs GD
+13,404.5%
-12,460.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | +0.1% | +0.9% |
| 7D | +2.8% | -1.9% | +4.6% | +3.6% |
| 30D | +4.6% | +10.9% | -6.3% | -0.1% |
| 3M | -11.4% | -6.8% | -4.7% | -8.9% |
| 6M | -17.1% | +7.0% | -24.1% | -19.9% |
| YTD | -53.1% | +11.1% | -64.2% | -55.7% |
| 1Y | -55.7% | +7.0% | -62.7% | -57.5% |
| 3Y | -13.3% | +59.9% | -73.2% | -31.3% |
| 5Y | +5.3% | +102.5% | -97.2% | -25.8% |
| 10Y | +104.3% | +174.0% | -69.7% | +24.1% |
| All | +944.1% | +13,404.5% | -12,460.4% | +163.2% |
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