+170.6%
GD vs MDY
+173.8%
-3.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.6% |
| 7D | +0.6% | +0.2% | +0.4% | +0.5% |
| 30D | +9.5% | +2.1% | +7.3% | +7.8% |
| 3M | -5.8% | -3.6% | -2.2% | -3.6% |
| 6M | +7.7% | +1.7% | +6.0% | +6.2% |
| YTD | +11.1% | +13.8% | -2.8% | +1.2% |
| 1Y | +6.1% | +15.5% | -9.4% | -4.4% |
| 3Y | +59.8% | +58.3% | +1.5% | +13.6% |
| 5Y | +104.6% | +37.4% | +67.2% | +57.9% |
| 10Y | +170.6% | +171.0% | -0.4% | +34.6% |
| All | +170.6% | +173.8% | -3.3% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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