+188.7%
GD vs MTB
+171.4%
+17.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -5.3% | +1.7% | -7.0% | -5.8% |
| 30D | -6.4% | -4.2% | -2.2% | -5.0% |
| 3M | +5.7% | +8.9% | -3.2% | +2.4% |
| 6M | -0.9% | +10.9% | -11.8% | -4.8% |
| YTD | +8.2% | +21.5% | -13.3% | +0.4% |
| 1Y | +13.4% | +21.9% | -8.5% | +5.0% |
| 3Y | +68.5% | +109.2% | -40.8% | +24.4% |
| 5Y | +97.2% | +102.0% | -4.8% | +40.1% |
| All | +188.7% | +171.4% | +17.2% | +69.6% |
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