+13,824.2%
MA vs GD
+797.1%
+13,027.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | 0.0% |
| 7D | -2.7% | -5.3% | +2.6% | +0.5% |
| 30D | +1.5% | -6.4% | +8.0% | +5.6% |
| 3M | +20.4% | +5.7% | +14.7% | +15.9% |
| 6M | +11.1% | -0.9% | +12.1% | +10.9% |
| YTD | +2.0% | +8.2% | -6.2% | -4.3% |
| 1Y | -2.2% | +13.4% | -15.6% | -11.1% |
| 3Y | +41.9% | +68.5% | -26.6% | -2.1% |
| 5Y | +75.4% | +97.2% | -21.8% | +7.8% |
| 10Y | +527.5% | +190.2% | +337.4% | +188.3% |
| All | +13,824.2% | +797.1% | +13,027.1% | +3,237.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling