+2,012.0%
GD vs BB
+258.8%
+1,753.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.3% | -5.6% | +0.4% | -4.9% |
| 30D | -6.4% | -11.8% | +5.4% | -5.7% |
| 3M | +5.7% | -25.5% | +31.2% | +7.3% |
| 6M | -0.9% | +121.3% | -122.2% | -7.5% |
| YTD | +8.2% | +103.2% | -95.0% | +1.6% |
| 1Y | +13.4% | +102.6% | -89.2% | +6.3% |
| 3Y | +68.5% | +37.5% | +31.0% | +58.3% |
| 5Y | +97.2% | -30.4% | +127.6% | +91.0% |
| 10Y | +190.2% | 0.0% | +190.2% | +154.4% |
| All | +2,012.0% | +258.8% | +1,753.2% | +1,521.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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