+5,915.8%
GD vs MDY
+2,517.8%
+3,398.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | +0.1% |
| 7D | -3.9% | -3.4% | -0.5% | -1.9% |
| 30D | +8.1% | -3.2% | +11.2% | +10.1% |
| 3M | -6.8% | -6.7% | -0.1% | -2.9% |
| 6M | +3.0% | -1.8% | +4.8% | +3.8% |
| YTD | +7.8% | +9.2% | -1.4% | +1.6% |
| 1Y | +5.8% | +11.7% | -5.9% | -1.7% |
| 3Y | +55.3% | +49.5% | +5.8% | +19.0% |
| 5Y | +96.7% | +31.2% | +65.5% | +60.4% |
| 10Y | +195.4% | +174.7% | +20.7% | +52.4% |
| All | +5,915.8% | +2,517.8% | +3,398.0% | +864.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling