+223.3%
INTC vs GD
+190.3%
+33.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.8% | +6.3% | +5.4% |
| 7D | +7.1% | -5.3% | +12.3% | +9.9% |
| 30D | -5.2% | -6.4% | +1.2% | -2.2% |
| 3M | -14.3% | +5.7% | -20.0% | -17.6% |
| 6M | +110.2% | -0.9% | +111.1% | +108.6% |
| YTD | +159.6% | +8.2% | +151.5% | +144.3% |
| 1Y | +289.3% | +13.4% | +275.8% | +256.4% |
| 3Y | +166.1% | +68.5% | +97.6% | +93.5% |
| 5Y | +94.4% | +97.2% | -2.8% | +27.9% |
| All | +223.3% | +190.3% | +33.0% | +74.6% |
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