+190.4%
GD vs BUD
-7.7%
+198.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.2% | -2.8% |
| 7D | -3.9% | +7.1% | -11.0% | -5.8% |
| 30D | +8.1% | +12.7% | -4.6% | +4.3% |
| 3M | -6.8% | 0.0% | -6.8% | -7.0% |
| 6M | +3.0% | +7.6% | -4.6% | +0.3% |
| YTD | +7.8% | +35.0% | -27.3% | -2.3% |
| 1Y | +5.8% | +37.6% | -31.8% | -4.7% |
| 3Y | +55.3% | +51.5% | +3.8% | +33.6% |
| 5Y | +96.7% | +50.2% | +46.4% | +65.6% |
| All | +190.4% | -7.7% | +198.0% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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