+93.8%
GD vs MSI
+118.7%
-24.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.5% |
| 7D | -5.0% | +4.7% | -9.6% | -6.4% |
| 30D | +8.9% | +14.8% | -5.8% | +4.1% |
| 3M | -8.0% | +8.8% | -16.9% | -10.6% |
| 6M | +2.9% | +19.3% | -16.4% | -3.4% |
| YTD | +7.1% | +35.3% | -28.3% | -4.2% |
| 1Y | +5.9% | +33.8% | -27.8% | -4.9% |
| 3Y | +53.9% | +74.4% | -20.6% | +23.7% |
| All | +93.8% | +118.7% | -24.9% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling