+74.4%
GD vs BBY
+42.8%
+31.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -4.9% | -2.2% |
| 7D | -5.3% | +9.5% | -14.8% | -6.4% |
| 30D | -6.4% | +6.8% | -13.3% | -7.3% |
| 3M | +5.7% | +28.9% | -23.1% | +2.0% |
| 6M | -0.9% | +37.8% | -38.7% | -5.5% |
| YTD | +8.2% | +38.7% | -30.6% | +3.0% |
| 1Y | +13.4% | +23.7% | -10.3% | +9.5% |
| All | +74.4% | +42.8% | +31.6% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling