+53.9%
GD vs MTB
+95.2%
-41.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -5.0% | -1.3% | -3.6% | -4.7% |
| 30D | +8.9% | +0.5% | +8.4% | +8.8% |
| 3M | -8.0% | -12.4% | +4.3% | -5.1% |
| 6M | +2.9% | +1.5% | +1.4% | +2.3% |
| YTD | +7.1% | +10.3% | -3.2% | +4.1% |
| 1Y | +5.9% | +22.2% | -16.3% | +0.6% |
| 3Y | +53.9% | +96.9% | -43.1% | +37.9% |
| All | +53.9% | +95.2% | -41.4% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling