+66.2%
MSFT vs GD
+97.4%
-31.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.2% | -2.9% |
| 7D | +1.1% | -3.9% | +5.0% | +2.3% |
| 30D | +1.3% | +8.1% | -6.8% | -1.4% |
| 3M | +10.2% | -6.8% | +16.9% | +12.4% |
| 6M | +30.8% | +3.0% | +27.8% | +29.0% |
| YTD | +11.5% | +7.8% | +3.8% | +7.8% |
| 1Y | +6.5% | +5.8% | +0.7% | +3.6% |
| 3Y | +55.5% | +55.3% | +0.2% | +25.8% |
| 5Y | +66.2% | +96.7% | -30.5% | +17.2% |
| All | +66.2% | +97.4% | -31.2% | +17.2% |
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