+70.8%
GD vs MKC
-29.9%
+100.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | -5.3% | -5.9% | +0.6% | -4.5% |
| 30D | -6.4% | -0.9% | -5.6% | -6.3% |
| 3M | +5.7% | +12.7% | -7.0% | +3.9% |
| 6M | -0.9% | -19.3% | +18.4% | +2.4% |
| YTD | +8.2% | -22.2% | +30.3% | +12.2% |
| 1Y | +13.4% | -23.3% | +36.8% | +17.9% |
| All | +70.8% | -29.9% | +100.6% | +78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling