+174.0%
GD vs BBY
+282.3%
-108.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.5% | +1.9% |
| 7D | -1.9% | +10.9% | -12.8% | -4.0% |
| 30D | +10.9% | +19.6% | -8.7% | +6.7% |
| 3M | -6.8% | +27.6% | -34.4% | -11.7% |
| 6M | +7.0% | +79.4% | -72.4% | -6.2% |
| YTD | +11.1% | +61.7% | -50.6% | -0.8% |
| 1Y | +7.0% | +40.3% | -33.3% | -1.6% |
| 3Y | +59.9% | +87.9% | -28.0% | +32.7% |
| 5Y | +102.5% | +0.2% | +102.3% | +90.4% |
| 10Y | +174.0% | +274.5% | -100.4% | +108.1% |
| All | +174.0% | +282.3% | -108.3% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling