+19,778.3%
GD vs BAX
+893.5%
+18,884.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.6% |
| 7D | -3.9% | +9.1% | -13.1% | -6.0% |
| 30D | +8.1% | +5.3% | +2.8% | +6.4% |
| 3M | -6.8% | -6.1% | -0.7% | -5.8% |
| 6M | +3.0% | +53.3% | -50.3% | -8.1% |
| YTD | +7.8% | +34.4% | -26.6% | -1.9% |
| 1Y | +5.8% | +43.2% | -37.4% | -5.4% |
| 3Y | +55.3% | -20.1% | +75.4% | +55.7% |
| 5Y | +96.7% | -63.7% | +160.4% | +137.1% |
| 10Y | +195.4% | -36.3% | +231.7% | +205.9% |
| All | +19,778.3% | +893.5% | +18,884.8% | +12,972.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling