+19,778.3%
GD vs MTB
+7,592.0%
+12,186.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.2% | -1.7% |
| 7D | -3.9% | -1.9% | -2.0% | -3.4% |
| 30D | +8.1% | +0.5% | +7.6% | +7.9% |
| 3M | -6.8% | -12.2% | +5.4% | -3.2% |
| 6M | +3.0% | +3.4% | -0.4% | +1.8% |
| YTD | +7.8% | +11.3% | -3.6% | +4.0% |
| 1Y | +5.8% | +23.3% | -17.5% | -1.0% |
| 3Y | +55.3% | +96.8% | -41.5% | +24.5% |
| 5Y | +96.7% | +65.8% | +30.8% | +61.1% |
| 10Y | +195.4% | +140.0% | +55.3% | +108.9% |
| All | +19,778.3% | +7,592.0% | +12,186.3% | +10,299.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling