+188.5%
GD vs MTB
+135.3%
+53.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -5.0% | -1.3% | -3.6% | -4.5% |
| 30D | +8.9% | +0.5% | +8.4% | +8.7% |
| 3M | -8.0% | -12.4% | +4.3% | -3.7% |
| 6M | +2.9% | +1.5% | +1.4% | +2.1% |
| YTD | +7.1% | +10.3% | -3.2% | +2.8% |
| 1Y | +5.9% | +22.2% | -16.3% | -2.1% |
| 3Y | +53.9% | +96.9% | -43.1% | +16.2% |
| 5Y | +95.4% | +64.3% | +31.1% | +51.2% |
| All | +188.5% | +135.3% | +53.2% | +73.9% |
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