+15,692.2%
MA vs GD
+793.8%
+14,898.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.1% |
| 7D | +3.2% | -3.9% | +7.1% | +5.6% |
| 30D | +15.9% | +8.1% | +7.9% | +10.4% |
| 3M | +15.2% | -6.8% | +21.9% | +19.8% |
| 6M | +32.4% | +3.0% | +29.4% | +29.1% |
| YTD | +15.6% | +7.8% | +7.9% | +8.5% |
| 1Y | +19.3% | +5.8% | +13.5% | +13.1% |
| 3Y | +73.0% | +55.3% | +17.7% | +26.3% |
| 5Y | +93.7% | +96.7% | -2.9% | +19.1% |
| 10Y | +575.0% | +195.4% | +379.6% | +206.0% |
| All | +15,692.2% | +793.8% | +14,898.4% | +3,686.3% |
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