+98.7%
INTC vs GD
+190.6%
-91.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.6% | +8.4% | +8.0% |
| 7D | -14.4% | -5.0% | -9.4% | -12.3% |
| 30D | -50.2% | +8.9% | -59.2% | -52.4% |
| 3M | -43.6% | -8.0% | -35.6% | -41.7% |
| 6M | -50.2% | +2.9% | -53.1% | -51.8% |
| YTD | +52.5% | +7.1% | +45.4% | +43.5% |
| 1Y | +51.1% | +5.9% | +45.2% | +43.0% |
| 3Y | +50.3% | +53.9% | -3.6% | +15.1% |
| 5Y | +19.2% | +95.4% | -76.2% | -21.4% |
| All | +98.7% | +190.6% | -91.9% | +18.4% |
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