+191.5%
GD vs MKC
+24.6%
+166.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | -5.3% | -5.9% | +0.6% | -3.7% |
| 30D | -6.4% | -0.9% | -5.6% | -6.2% |
| 3M | +5.7% | +12.7% | -7.0% | +1.9% |
| 6M | -0.9% | -19.3% | +18.4% | +4.6% |
| YTD | +8.2% | -22.2% | +30.3% | +15.0% |
| 1Y | +13.4% | -23.3% | +36.8% | +20.9% |
| 3Y | +68.5% | -30.0% | +98.5% | +82.6% |
| 5Y | +97.2% | -33.8% | +130.9% | +115.0% |
| All | +191.5% | +24.6% | +166.9% | +171.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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