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  • MS vs GD✓SelectedUSD · GDMS vs GD performance historyLatest closeAs of+4.23%11/04
Stock and ETF performance explorer

MS vs GD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+127.7%
GD return
+101.6%
Excess return
+26.1%
Maximum drawdown
-32.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioGDExcessAlpha
1D+4.2%-2.6%+6.8%+5.4%
7D+2.6%+3.0%-0.3%+1.1%
30D+2.6%+10.5%-7.9%-2.3%
3M-10.1%-5.0%-5.1%-8.2%
6M+4.4%+5.5%-1.1%+1.1%
YTD+11.7%+10.3%+1.4%+5.1%
1Y+20.9%+8.2%+12.8%+15.0%
3Y+177.1%+59.0%+118.1%+112.8%
5Y+127.7%+104.3%+23.5%+44.5%
All+127.7%+101.6%+26.1%+44.5%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling