+191.5%
GD vs BAX
-34.3%
+225.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.0% |
| 7D | -5.3% | -1.1% | -4.1% | -5.0% |
| 30D | -6.4% | -5.5% | -1.0% | -5.3% |
| 3M | +5.7% | +33.5% | -27.8% | -1.8% |
| 6M | -0.9% | +35.9% | -36.8% | -8.8% |
| YTD | +8.2% | +35.4% | -27.2% | -1.2% |
| 1Y | +13.4% | +9.8% | +3.7% | +8.7% |
| 3Y | +68.5% | -32.7% | +101.2% | +79.7% |
| 5Y | +97.2% | -65.6% | +162.7% | +164.5% |
| All | +191.5% | -34.3% | +225.8% | +224.0% |
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