+104.6%
GD vs MKC
-35.7%
+140.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.2% |
| 7D | +0.6% | -7.0% | +7.7% | +2.1% |
| 30D | +9.5% | +4.1% | +5.4% | +8.4% |
| 3M | -5.8% | -10.3% | +4.5% | -4.0% |
| 6M | +7.7% | +1.7% | +6.0% | +6.8% |
| YTD | +11.1% | -29.1% | +40.1% | +18.7% |
| 1Y | +6.1% | -26.0% | +32.1% | +12.1% |
| 3Y | +59.8% | -21.5% | +81.3% | +64.5% |
| 5Y | +104.6% | -35.0% | +139.7% | +115.2% |
| All | +104.6% | -35.7% | +140.3% | +115.2% |
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 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