+177.4%
GD vs BAX
-35.6%
+213.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +1.7% |
| 7D | -3.0% | +9.0% | -12.1% | -4.9% |
| 30D | +9.3% | +8.5% | +0.8% | +7.0% |
| 3M | -7.2% | -4.1% | -3.1% | -6.7% |
| 6M | +5.5% | +46.9% | -41.5% | -4.6% |
| YTD | +9.5% | +38.4% | -28.9% | -0.8% |
| 1Y | +6.4% | +47.0% | -40.6% | -5.3% |
| 3Y | +59.8% | -14.9% | +74.8% | +58.5% |
| 5Y | +98.0% | -62.5% | +160.5% | +157.3% |
| 10Y | +177.4% | -33.9% | +211.3% | +216.7% |
| All | +177.4% | -35.6% | +213.0% | +216.7% |
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