+93.8%
GD vs MKC
-32.7%
+126.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | 0.0% |
| 7D | -5.0% | +2.3% | -7.3% | -5.5% |
| 30D | +8.9% | +8.1% | +0.8% | +7.1% |
| 3M | -8.0% | -6.4% | -1.6% | -7.0% |
| 6M | +2.9% | +1.8% | +1.1% | +2.0% |
| YTD | +7.1% | -26.9% | +34.0% | +13.7% |
| 1Y | +5.9% | -21.7% | +27.6% | +10.5% |
| 3Y | +53.9% | -18.7% | +72.6% | +57.3% |
| All | +93.8% | -32.7% | +126.5% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling