+190.6%
GD vs BBY
+233.2%
-42.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.6% |
| 7D | -3.5% | +8.1% | -11.6% | -5.1% |
| 30D | -9.0% | +8.9% | -18.0% | -10.8% |
| 3M | +5.1% | +22.0% | -17.0% | +0.4% |
| 6M | -1.0% | +37.8% | -38.8% | -8.3% |
| YTD | +7.3% | +37.3% | -30.0% | -0.7% |
| 1Y | +12.4% | +21.6% | -9.1% | +6.5% |
| 3Y | +73.7% | +41.5% | +32.2% | +53.7% |
| 5Y | +93.8% | +1.2% | +92.5% | +80.1% |
| 10Y | +190.6% | +237.8% | -47.2% | +115.1% |
| All | +190.6% | +233.2% | -42.6% | +115.1% |
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