+170.7%
GD vs MKC
+24.9%
+145.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.1% |
| 7D | -1.9% | -2.4% | +0.5% | -1.4% |
| 30D | +10.9% | +5.4% | +5.5% | +9.1% |
| 3M | -6.8% | -11.1% | +4.4% | -4.0% |
| 6M | +7.0% | -1.4% | +8.4% | +6.6% |
| YTD | +11.1% | -29.4% | +40.5% | +21.0% |
| 1Y | +7.0% | -24.7% | +31.8% | +14.2% |
| 3Y | +59.9% | -21.8% | +81.7% | +65.9% |
| 5Y | +102.5% | -36.0% | +138.5% | +121.3% |
| All | +170.7% | +24.9% | +145.8% | +152.3% |
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