+174.0%
GD vs MKTX
+12.3%
+161.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | +10.9% | +0.8% | +10.1% | +10.8% |
| 3M | -6.8% | +2.6% | -9.3% | -7.0% |
| 6M | +7.0% | +13.6% | -6.6% | +4.9% |
| YTD | +11.1% | -7.1% | +18.3% | +11.6% |
| 1Y | +7.0% | -0.1% | +7.1% | +6.5% |
| 3Y | +59.9% | -22.3% | +82.2% | +62.0% |
| 5Y | +102.5% | -54.5% | +157.0% | +116.9% |
| 10Y | +174.0% | +14.3% | +159.7% | +155.2% |
| All | +174.0% | +12.3% | +161.7% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling