+70.8%
GD vs BDX
-10.5%
+81.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.4% |
| 7D | -5.3% | -2.5% | -2.7% | -4.7% |
| 30D | -6.4% | +8.3% | -14.7% | -8.0% |
| 3M | +5.7% | +24.4% | -18.7% | +0.7% |
| 6M | -0.9% | +9.2% | -10.1% | -2.9% |
| YTD | +8.2% | +22.7% | -14.6% | +2.9% |
| 1Y | +13.4% | +25.9% | -12.5% | +7.2% |
| All | +70.8% | -10.5% | +81.3% | +74.9% |
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