+93.8%
GD vs MCO
+31.5%
+62.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.1% |
| 7D | -3.5% | -2.7% | -0.8% | -2.8% |
| 30D | -9.0% | +0.9% | -10.0% | -9.3% |
| 3M | +5.1% | +8.7% | -3.6% | +2.4% |
| 6M | -1.0% | +2.4% | -3.4% | -2.1% |
| YTD | +7.3% | -5.2% | +12.5% | +8.0% |
| 1Y | +12.4% | -4.4% | +16.8% | +12.7% |
| 3Y | +73.7% | +45.1% | +28.6% | +54.1% |
| 5Y | +93.8% | +31.5% | +62.3% | +68.4% |
| All | +93.8% | +31.5% | +62.3% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling