+100.5%
GD vs MKC
-35.5%
+136.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | +2.7% | -3.0% | +5.6% | +3.2% |
| 30D | +8.6% | +4.8% | +3.8% | +7.4% |
| 3M | -7.1% | -12.8% | +5.8% | -4.7% |
| 6M | +7.5% | +5.0% | +2.4% | +5.8% |
| YTD | +9.9% | -29.1% | +39.0% | +17.4% |
| 1Y | +7.6% | -26.4% | +33.9% | +13.8% |
| 3Y | +56.2% | -21.6% | +77.8% | +60.9% |
| All | +100.5% | -35.5% | +136.1% | +117.9% |
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