+6,420.8%
GD vs MCO
+7,890.1%
-1,469.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.2% | -0.1% |
| 7D | -5.0% | +2.4% | -7.4% | -5.7% |
| 30D | +8.9% | +12.5% | -3.5% | +5.3% |
| 3M | -8.0% | +7.1% | -15.2% | -10.0% |
| 6M | +2.9% | +13.2% | -10.3% | -1.1% |
| YTD | +7.1% | -0.4% | +7.4% | +6.1% |
| 1Y | +5.9% | +5.8% | +0.2% | +3.2% |
| 3Y | +53.9% | +55.4% | -1.5% | +33.4% |
| 5Y | +95.4% | +36.3% | +59.1% | +72.5% |
| 10Y | +193.5% | +468.9% | -275.5% | +74.7% |
| All | +6,420.8% | +7,890.1% | -1,469.3% | +1,965.0% |
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