+188.7%
GD vs MSI
+597.7%
-409.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | -5.3% | -3.7% | -1.6% | -3.8% |
| 30D | -6.4% | +6.8% | -13.3% | -9.1% |
| 3M | +5.7% | +14.3% | -8.6% | -0.2% |
| 6M | -0.9% | -1.6% | +0.6% | -1.1% |
| YTD | +8.2% | +22.8% | -14.6% | -1.8% |
| 1Y | +13.4% | -1.1% | +14.5% | +12.5% |
| 3Y | +68.5% | +70.5% | -2.0% | +30.4% |
| 5Y | +97.2% | +102.8% | -5.6% | +38.7% |
| All | +188.7% | +597.7% | -409.0% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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