+170.6%
GD vs BAX
-35.7%
+206.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +0.6% | -0.6% | +1.2% | +0.8% |
| 30D | +9.5% | +6.3% | +3.2% | +7.6% |
| 3M | -5.8% | -4.6% | -1.3% | -5.2% |
| 6M | +7.7% | +50.4% | -42.7% | -3.1% |
| YTD | +11.1% | +38.0% | -27.0% | +0.6% |
| 1Y | +6.1% | +44.6% | -38.5% | -5.2% |
| 3Y | +59.8% | -15.1% | +75.0% | +58.6% |
| 5Y | +104.6% | -63.3% | +167.9% | +168.3% |
| 10Y | +170.6% | -34.4% | +204.9% | +212.4% |
| All | +170.6% | -35.7% | +206.3% | +212.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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