+104.6%
GD vs MTB
+65.0%
+39.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +0.6% | -2.0% | +2.6% | +1.1% |
| 30D | +9.5% | +0.1% | +9.3% | +9.4% |
| 3M | -5.8% | -12.1% | +6.3% | -2.9% |
| 6M | +7.7% | +7.3% | +0.4% | +5.7% |
| YTD | +11.1% | +11.5% | -0.5% | +7.8% |
| 1Y | +6.1% | +21.3% | -15.2% | +0.9% |
| 3Y | +59.8% | +104.1% | -44.3% | +33.3% |
| 5Y | +104.6% | +61.8% | +42.8% | +73.4% |
| All | +104.6% | +65.0% | +39.7% | +73.4% |
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