+54.9%
GD vs BAX
-20.4%
+75.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -2.0% |
| 7D | -3.9% | +9.1% | -13.1% | -4.8% |
| 30D | +8.1% | +5.3% | +2.8% | +7.3% |
| 3M | -6.8% | -6.1% | -0.7% | -6.2% |
| 6M | +3.0% | +53.3% | -50.3% | -2.6% |
| YTD | +7.8% | +34.4% | -26.6% | +2.8% |
| 1Y | +5.8% | +43.2% | -37.4% | -0.1% |
| All | +54.9% | -20.4% | +75.2% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling