+170.6%
GD vs KMX
+2.4%
+168.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +0.6% | -2.3% | +2.9% | +1.0% |
| 30D | +9.5% | +6.3% | +3.2% | +8.1% |
| 3M | -5.8% | -7.4% | +1.5% | -4.9% |
| 6M | +7.7% | +37.9% | -30.2% | +0.3% |
| YTD | +11.1% | +39.5% | -28.4% | +2.1% |
| 1Y | +6.1% | +57.9% | -51.8% | -5.0% |
| 3Y | +59.8% | -15.0% | +74.8% | +55.0% |
| 5Y | +104.6% | -64.1% | +168.7% | +138.4% |
| 10Y | +170.6% | -1.6% | +172.2% | +137.5% |
| All | +170.6% | +2.4% | +168.2% | +137.5% |
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