+850.8%
GD vs BUD
+219.3%
+631.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.2% | -2.9% |
| 7D | -3.9% | +7.1% | -11.0% | -6.2% |
| 30D | +8.1% | +12.7% | -4.6% | +3.6% |
| 3M | -6.8% | 0.0% | -6.8% | -7.1% |
| 6M | +3.0% | +7.6% | -4.6% | -0.2% |
| YTD | +7.8% | +35.0% | -27.3% | -3.9% |
| 1Y | +5.8% | +37.6% | -31.8% | -6.4% |
| 3Y | +55.3% | +51.5% | +3.8% | +30.1% |
| 5Y | +96.7% | +50.2% | +46.4% | +60.9% |
| 10Y | +195.4% | -7.2% | +202.6% | +171.1% |
| All | +850.8% | +219.3% | +631.5% | +363.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling