+7.0%
GD vs MTB
+22.1%
-15.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +1.8% |
| 7D | -1.9% | -0.7% | -1.2% | -1.7% |
| 30D | +10.9% | +1.4% | +9.5% | +10.5% |
| 3M | -6.8% | -11.6% | +4.8% | -3.7% |
| 6M | +7.0% | +5.4% | +1.6% | +4.9% |
| YTD | +11.1% | +11.7% | -0.6% | +4.4% |
| 1Y | +7.0% | +20.5% | -13.5% | -1.2% |
| All | +7.0% | +22.1% | -15.1% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling