+53.9%
GD vs BBY
+71.1%
-17.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.7% |
| 7D | -5.0% | +4.2% | -9.1% | -5.5% |
| 30D | +8.9% | +17.8% | -8.9% | +6.8% |
| 3M | -8.0% | +25.8% | -33.9% | -10.7% |
| 6M | +2.9% | +73.8% | -70.9% | -4.6% |
| YTD | +7.1% | +54.7% | -47.7% | +0.7% |
| 1Y | +5.9% | +33.4% | -27.5% | +1.5% |
| 3Y | +53.9% | +72.2% | -18.3% | +40.9% |
| All | +53.9% | +71.1% | -17.3% | +40.9% |
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