+19,851.2%
GD vs BDX
+5,351.6%
+14,499.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.4% |
| 7D | -5.3% | -2.5% | -2.7% | -4.6% |
| 30D | -6.4% | +8.3% | -14.7% | -8.4% |
| 3M | +5.7% | +24.4% | -18.7% | -0.6% |
| 6M | -0.9% | +9.2% | -10.1% | -3.7% |
| YTD | +8.2% | +22.7% | -14.6% | +1.7% |
| 1Y | +13.4% | +25.9% | -12.5% | +5.8% |
| 3Y | +68.5% | -10.5% | +79.0% | +69.9% |
| 5Y | +97.2% | +1.9% | +95.2% | +90.7% |
| 10Y | +190.2% | +58.7% | +131.5% | +146.2% |
| All | +19,851.2% | +5,351.6% | +14,499.6% | +9,114.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling