+202.4%
GD vs MAS
+241.3%
-38.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.6% | -8.2% | -4.4% |
| 7D | +3.0% | +14.2% | -11.2% | -1.4% |
| 30D | +10.5% | +26.8% | -16.3% | +2.3% |
| 3M | -5.0% | +13.1% | -18.1% | -9.0% |
| 6M | +5.5% | +27.9% | -22.4% | -3.6% |
| YTD | +10.3% | +38.7% | -28.3% | -3.1% |
| 1Y | +8.2% | +40.4% | -32.2% | -5.5% |
| 3Y | +59.0% | +66.1% | -7.1% | +26.8% |
| 5Y | +104.3% | +47.4% | +56.8% | +66.4% |
| 10Y | +202.4% | +238.3% | -35.9% | +72.9% |
| All | +202.4% | +241.3% | -38.9% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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