+109.3%
INTC vs GD
+185.2%
-75.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.3% | +3.2% | +4.4% |
| 7D | -1.0% | -3.0% | +2.0% | +0.6% |
| 30D | -43.3% | +9.3% | -52.6% | -45.8% |
| 3M | -41.6% | -7.2% | -34.4% | -39.8% |
| 6M | -52.5% | +5.5% | -57.9% | -54.5% |
| YTD | +60.9% | +9.5% | +51.4% | +49.7% |
| 1Y | +55.7% | +6.4% | +49.3% | +47.2% |
| 3Y | +59.2% | +59.8% | -0.7% | +19.4% |
| 5Y | +25.0% | +98.0% | -73.0% | -18.2% |
| 10Y | +109.3% | +177.4% | -68.1% | +23.1% |
| All | +109.3% | +185.2% | -75.9% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling