+977.6%
GD vs MKTX
+1,446.2%
-468.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.3% | +0.4% | -5.7% | -5.3% |
| 30D | -6.4% | +1.1% | -7.5% | -6.6% |
| 3M | +5.7% | +36.1% | -30.4% | 0.0% |
| 6M | -0.9% | -12.9% | +11.9% | +0.4% |
| YTD | +8.2% | -8.5% | +16.7% | +8.7% |
| 1Y | +13.4% | -7.5% | +21.0% | +13.7% |
| 3Y | +68.5% | -28.3% | +96.8% | +72.5% |
| 5Y | +97.2% | -63.3% | +160.5% | +120.7% |
| 10Y | +190.2% | +4.5% | +185.7% | +162.6% |
| All | +977.6% | +1,446.2% | -468.7% | +466.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling