+19,650.5%
GD vs MKC
+3,165.5%
+16,485.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +0.1% |
| 7D | -5.0% | +2.3% | -7.3% | -5.6% |
| 30D | +8.9% | +8.1% | +0.8% | +6.9% |
| 3M | -8.0% | -6.4% | -1.6% | -6.9% |
| 6M | +2.9% | +1.8% | +1.1% | +1.9% |
| YTD | +7.1% | -26.9% | +34.0% | +13.6% |
| 1Y | +5.9% | -21.7% | +27.6% | +10.6% |
| 3Y | +53.9% | -18.7% | +72.6% | +57.8% |
| 5Y | +95.4% | -32.8% | +128.2% | +107.6% |
| 10Y | +193.5% | +27.0% | +166.5% | +168.2% |
| All | +19,650.5% | +3,165.5% | +16,485.1% | +12,711.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling