+1,016.5%
BSX vs GD
+13,045.0%
-12,028.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.6% |
| 7D | +2.0% | -5.3% | +7.3% | +4.4% |
| 30D | +0.1% | -6.4% | +6.6% | +2.9% |
| 3M | -2.1% | +5.7% | -7.9% | -4.8% |
| 6M | -33.8% | -0.9% | -32.9% | -33.9% |
| YTD | -49.9% | +8.2% | -58.0% | -52.0% |
| 1Y | -55.4% | +13.4% | -68.9% | -58.3% |
| 3Y | -10.9% | +68.5% | -79.3% | -31.1% |
| 5Y | +6.4% | +97.2% | -90.7% | -24.0% |
| 10Y | +97.0% | +190.2% | -93.2% | +17.0% |
| All | +1,016.5% | +13,045.0% | -12,028.5% | +185.2% |
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