+164.9%
GD vs MTB
+113.8%
+51.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | +9.2% | +0.8% | +8.4% | +8.9% |
| 3M | -7.5% | -12.8% | +5.3% | -3.0% |
| 6M | +5.8% | +6.7% | -0.9% | +3.1% |
| YTD | +9.8% | +11.3% | -1.5% | +5.1% |
| 1Y | +5.8% | +20.2% | -14.4% | -1.6% |
| 3Y | +58.0% | +103.8% | -45.7% | +18.1% |
| 5Y | +100.4% | +60.9% | +39.5% | +56.9% |
| All | +164.9% | +113.8% | +51.1% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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