+70.8%
GD vs BAX
-32.5%
+103.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.9% |
| 7D | -5.3% | -1.1% | -4.1% | -5.1% |
| 30D | -6.4% | -5.5% | -1.0% | -5.9% |
| 3M | +5.7% | +33.5% | -27.8% | +2.1% |
| 6M | -0.9% | +35.9% | -36.8% | -4.7% |
| YTD | +8.2% | +35.4% | -27.2% | +3.6% |
| 1Y | +13.4% | +9.8% | +3.7% | +11.4% |
| All | +70.8% | -32.5% | +103.2% | +75.1% |
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 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