+177.4%
GD vs KMX
+13.6%
+163.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.1% | -2.8% | +1.3% |
| 7D | -3.0% | -4.1% | +1.0% | -2.4% |
| 30D | +9.3% | +2.9% | +6.4% | +8.6% |
| 3M | -7.2% | -7.0% | -0.2% | -6.3% |
| 6M | +5.5% | +34.1% | -28.7% | -1.3% |
| YTD | +9.5% | +40.0% | -30.5% | +0.6% |
| 1Y | +6.4% | +67.2% | -60.8% | -5.8% |
| 3Y | +59.8% | -13.4% | +73.3% | +54.4% |
| 5Y | +98.0% | -65.1% | +163.0% | +132.7% |
| 10Y | +177.4% | +6.9% | +170.5% | +134.6% |
| All | +177.4% | +13.6% | +163.8% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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