+93.8%
GD vs MKTX
-54.9%
+148.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | -5.0% | +0.2% | -5.1% | -5.0% |
| 30D | +8.9% | +0.9% | +8.1% | +8.8% |
| 3M | -8.0% | +2.3% | -10.4% | -8.2% |
| 6M | +2.9% | +12.4% | -9.5% | +1.6% |
| YTD | +7.1% | -7.3% | +14.4% | +7.5% |
| 1Y | +5.9% | +1.8% | +4.1% | +5.5% |
| 3Y | +53.9% | -21.2% | +75.0% | +55.1% |
| All | +93.8% | -54.9% | +148.7% | +102.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling