+56.2%
GD vs BDX
+25.0%
+31.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | +2.7% | +2.9% | -0.2% | +2.1% |
| 30D | +8.6% | +15.4% | -6.8% | +5.4% |
| 3M | -7.1% | +20.5% | -27.6% | -10.7% |
| 6M | +7.5% | +53.2% | -45.7% | -2.1% |
| YTD | +9.9% | +45.7% | -35.8% | +0.8% |
| 1Y | +7.6% | +47.3% | -39.7% | -1.6% |
| 3Y | +56.2% | +25.1% | +31.1% | +47.8% |
| All | +56.2% | +25.0% | +31.2% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling