+165.2%
GD vs MCO
+453.0%
-287.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +2.7% | +0.5% | +2.2% | +2.5% |
| 30D | +8.6% | +9.8% | -1.2% | +4.6% |
| 3M | -7.1% | +4.3% | -11.3% | -8.8% |
| 6M | +7.5% | +16.5% | -9.0% | +0.7% |
| YTD | +9.9% | +0.1% | +9.8% | +8.3% |
| 1Y | +7.6% | +4.4% | +3.1% | +4.1% |
| 3Y | +56.2% | +51.6% | +4.6% | +27.7% |
| 5Y | +100.6% | +36.7% | +64.0% | +67.4% |
| All | +165.2% | +453.0% | -287.8% | +22.9% |
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