+93.8%
GD vs MDY
+31.3%
+62.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -1.0% |
| 7D | -5.0% | -1.7% | -3.3% | -4.2% |
| 30D | +8.9% | -0.9% | +9.8% | +9.4% |
| 3M | -8.0% | -5.7% | -2.3% | -5.4% |
| 6M | +2.9% | -2.9% | +5.8% | +4.2% |
| YTD | +7.1% | +9.8% | -2.8% | +1.8% |
| 1Y | +5.9% | +13.5% | -7.6% | -0.9% |
| 3Y | +53.9% | +51.9% | +1.9% | +23.5% |
| All | +93.8% | +31.3% | +62.5% | +64.0% |
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