+190.6%
GD vs MKTX
+6.7%
+183.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | -3.5% | +0.4% | -3.9% | -3.5% |
| 30D | -9.0% | +1.0% | -10.0% | -9.2% |
| 3M | +5.1% | +41.3% | -36.2% | +0.1% |
| 6M | -1.0% | -11.3% | +10.3% | 0.0% |
| YTD | +7.3% | -8.6% | +15.9% | +8.0% |
| 1Y | +12.4% | -11.1% | +23.5% | +13.4% |
| 3Y | +73.7% | -24.5% | +98.2% | +76.1% |
| 5Y | +93.8% | -61.4% | +155.2% | +113.3% |
| 10Y | +190.6% | +6.8% | +183.8% | +159.6% |
| All | +190.6% | +6.7% | +183.9% | +159.6% |
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