+894.4%
MSFT vs GD
+174.7%
+719.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | -6.2% | +0.6% | -6.9% | -6.5% |
| 30D | -3.7% | +9.5% | -13.2% | -7.5% |
| 3M | +3.6% | -5.8% | +9.5% | +6.0% |
| 6M | +26.8% | +7.7% | +19.1% | +22.1% |
| YTD | +8.4% | +11.1% | -2.6% | +2.3% |
| 1Y | +3.3% | +6.1% | -2.8% | -0.6% |
| 3Y | +44.3% | +59.8% | -15.6% | +12.2% |
| 5Y | +63.3% | +104.6% | -41.3% | +11.1% |
| 10Y | +894.4% | +170.5% | +723.8% | +498.1% |
| All | +894.4% | +174.7% | +719.6% | +498.1% |
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