+177.4%
GD vs BBY
+308.8%
-131.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.7% | -4.4% | +0.9% |
| 7D | -3.0% | +10.5% | -13.6% | -5.1% |
| 30D | +9.3% | +22.1% | -12.8% | +4.7% |
| 3M | -7.2% | +31.0% | -38.2% | -12.6% |
| 6M | +5.5% | +83.2% | -77.8% | -8.0% |
| YTD | +9.5% | +65.1% | -55.6% | -2.7% |
| 1Y | +6.4% | +41.6% | -35.2% | -2.4% |
| 3Y | +59.8% | +95.6% | -35.7% | +31.4% |
| 5Y | +98.0% | +1.0% | +97.0% | +86.0% |
| 10Y | +177.4% | +296.9% | -119.5% | +107.7% |
| All | +177.4% | +308.8% | -131.4% | +107.7% |
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