+190.6%
GD vs BDX
+53.5%
+137.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | +0.2% |
| 7D | -3.5% | -4.3% | +0.8% | -2.1% |
| 30D | -9.0% | +1.3% | -10.3% | -9.5% |
| 3M | +5.1% | +20.2% | -15.2% | -1.5% |
| 6M | -1.0% | +8.6% | -9.6% | -4.2% |
| YTD | +7.3% | +19.0% | -11.7% | +0.4% |
| 1Y | +12.4% | +21.2% | -8.7% | +4.4% |
| 3Y | +73.7% | -9.7% | +83.4% | +76.0% |
| 5Y | +93.8% | -3.4% | +97.2% | +89.2% |
| 10Y | +190.6% | +53.9% | +136.7% | +143.6% |
| All | +190.6% | +53.5% | +137.0% | +143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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