+100.4%
GD vs MDY
+35.5%
+64.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.5% |
| 7D | +1.9% | +3.0% | -1.2% | +0.4% |
| 30D | +9.2% | +0.8% | +8.4% | +8.7% |
| 3M | -7.5% | -5.1% | -2.3% | -5.1% |
| 6M | +5.8% | +1.2% | +4.6% | +4.9% |
| YTD | +9.8% | +12.5% | -2.7% | +3.2% |
| 1Y | +5.8% | +13.8% | -8.0% | -1.2% |
| 3Y | +58.0% | +56.4% | +1.6% | +25.0% |
| 5Y | +100.4% | +35.3% | +65.1% | +67.6% |
| All | +100.4% | +35.5% | +64.9% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling