+6.1%
GD vs MKC
-24.7%
+30.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.1% |
| 7D | +0.6% | -7.0% | +7.7% | +1.0% |
| 30D | +9.5% | +4.1% | +5.4% | +9.1% |
| 3M | -5.8% | -10.3% | +4.5% | -5.4% |
| 6M | +7.7% | +1.7% | +6.0% | +7.9% |
| YTD | +11.1% | -29.1% | +40.1% | +11.7% |
| 1Y | +6.1% | -26.0% | +32.1% | +6.1% |
| All | +6.1% | -24.7% | +30.8% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling