+6,487.1%
GD vs MCO
+7,698.6%
-1,211.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | -1.2% |
| 7D | -5.3% | -4.2% | -1.1% | -4.1% |
| 30D | -6.4% | +2.2% | -8.6% | -7.0% |
| 3M | +5.7% | +10.1% | -4.4% | +2.6% |
| 6M | -0.9% | +5.3% | -6.2% | -2.8% |
| YTD | +8.2% | -2.7% | +10.9% | +8.1% |
| 1Y | +13.4% | -0.4% | +13.8% | +12.4% |
| 3Y | +68.5% | +49.0% | +19.5% | +47.8% |
| 5Y | +97.2% | +33.6% | +63.5% | +75.0% |
| 10Y | +190.2% | +395.3% | -205.1% | +79.1% |
| All | +6,487.1% | +7,698.6% | -1,211.5% | +2,003.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling