+111.9%
INTC vs GD
+165.7%
-53.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +6.0% | +2.7% | +3.4% | +4.7% |
| 30D | -39.2% | +8.6% | -47.8% | -41.7% |
| 3M | -42.9% | -7.1% | -35.9% | -41.2% |
| 6M | -50.4% | +7.5% | -57.9% | -52.9% |
| YTD | +61.7% | +9.9% | +51.8% | +50.1% |
| 1Y | +66.1% | +7.6% | +58.6% | +56.1% |
| 3Y | +58.1% | +56.2% | +1.9% | +20.0% |
| 5Y | +27.9% | +100.6% | -72.8% | -17.1% |
| All | +111.9% | +165.7% | -53.8% | +21.9% |
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