+96.7%
GD vs MSI
+117.4%
-20.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.0% | -6.4% | -3.6% |
| 7D | -3.9% | +5.1% | -9.0% | -5.5% |
| 30D | +8.1% | +13.3% | -5.2% | +3.7% |
| 3M | -6.8% | +18.3% | -25.1% | -11.9% |
| 6M | +3.0% | +18.7% | -15.7% | -3.1% |
| YTD | +7.8% | +36.0% | -28.2% | -3.7% |
| 1Y | +5.8% | +32.6% | -26.8% | -4.7% |
| 3Y | +55.3% | +78.3% | -23.0% | +23.9% |
| 5Y | +96.7% | +121.6% | -24.9% | +42.0% |
| All | +96.7% | +117.4% | -20.7% | +42.0% |
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