+966.7%
GD vs MKTX
+1,467.1%
-500.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.4% |
| 6M | +2.9% | +12.4% | -9.5% | +0.3% |
| YTD | +7.1% | -7.3% | +14.4% | +7.4% |
| 1Y | +5.9% | +1.8% | +4.1% | +4.7% |
| 3Y | +53.9% | -21.2% | +75.0% | +55.7% |
| 5Y | +95.4% | -54.6% | +150.0% | +111.3% |
| 10Y | +193.5% | +21.5% | +172.0% | +159.1% |
| All | +966.7% | +1,467.1% | -500.4% | +459.8% |
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