+177.4%
GD vs MSI
+689.5%
-512.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.4% | +1.2% |
| 7D | -3.0% | +8.3% | -11.4% | -6.2% |
| 30D | +9.3% | +18.9% | -9.6% | +1.9% |
| 3M | -7.2% | +13.2% | -20.4% | -11.8% |
| 6M | +5.5% | +38.3% | -32.8% | -7.9% |
| YTD | +9.5% | +38.9% | -29.4% | -5.5% |
| 1Y | +6.4% | +36.7% | -30.3% | -7.6% |
| 3Y | +59.8% | +76.6% | -16.7% | +22.3% |
| 5Y | +98.0% | +124.5% | -26.5% | +33.7% |
| 10Y | +177.4% | +674.5% | -497.1% | +24.2% |
| All | +177.4% | +689.5% | -512.1% | +24.2% |
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