+192.2%
GD vs MCO
+377.3%
-185.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.6% |
| 7D | -3.1% | -3.1% | 0.0% | -2.0% |
| 30D | -10.9% | -0.5% | -10.4% | -10.8% |
| 3M | +2.5% | +5.7% | -3.2% | -0.1% |
| 6M | -1.7% | +3.0% | -4.7% | -3.4% |
| YTD | +6.1% | -6.5% | +12.6% | +7.6% |
| 1Y | +11.7% | -5.8% | +17.5% | +12.5% |
| 3Y | +71.8% | +43.1% | +28.7% | +43.6% |
| 5Y | +92.2% | +29.5% | +62.7% | +63.4% |
| 10Y | +192.2% | +388.8% | -196.7% | +37.6% |
| All | +192.2% | +377.3% | -185.1% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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