+19,650.5%
GD vs BDX
+6,189.4%
+13,461.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.4% |
| 7D | -5.0% | +7.1% | -12.0% | -6.8% |
| 30D | +8.9% | +17.6% | -8.7% | +4.2% |
| 3M | -8.0% | +20.4% | -28.4% | -12.7% |
| 6M | +2.9% | +48.3% | -45.4% | -7.9% |
| YTD | +7.1% | +41.6% | -34.5% | -3.3% |
| 1Y | +5.9% | +55.7% | -49.8% | -6.8% |
| 3Y | +53.9% | +10.6% | +43.2% | +46.4% |
| 5Y | +95.4% | +24.0% | +71.4% | +79.2% |
| 10Y | +193.5% | +84.8% | +108.7% | +138.7% |
| All | +19,650.5% | +6,189.4% | +13,461.2% | +8,663.7% |
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