+5.9%
GD vs BAX
+44.0%
-38.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.7% |
| 7D | -5.0% | +12.1% | -17.1% | -5.4% |
| 30D | +8.9% | +7.6% | +1.3% | +8.4% |
| 3M | -8.0% | -4.5% | -3.6% | -7.8% |
| 6M | +2.9% | +52.0% | -49.1% | +0.2% |
| YTD | +7.1% | +35.1% | -28.1% | +3.9% |
| 1Y | +5.9% | +43.7% | -37.8% | +3.1% |
| All | +5.9% | +44.0% | -38.1% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling