+96.7%
GD vs MTB
+65.0%
+31.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.2% | -1.8% |
| 7D | -3.9% | -1.9% | -2.0% | -3.5% |
| 30D | +8.1% | +0.5% | +7.6% | +7.9% |
| 3M | -6.8% | -12.2% | +5.4% | -3.9% |
| 6M | +3.0% | +3.4% | -0.4% | +2.0% |
| YTD | +7.8% | +11.3% | -3.6% | +4.6% |
| 1Y | +5.8% | +23.3% | -17.5% | +0.2% |
| 3Y | +55.3% | +96.8% | -41.5% | +30.8% |
| 5Y | +96.7% | +65.8% | +30.8% | +65.4% |
| All | +96.7% | +65.0% | +31.6% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling