+148,466.4%
MSFT vs GD
+20,595.6%
+127,870.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.6% | +9.3% | +7.6% |
| 7D | +4.7% | +3.0% | +1.7% | +3.5% |
| 30D | +5.8% | +10.5% | -4.7% | +2.1% |
| 3M | +13.0% | -5.0% | +18.0% | +14.7% |
| 6M | +34.9% | +5.5% | +29.4% | +31.9% |
| YTD | +15.7% | +10.3% | +5.3% | +10.7% |
| 1Y | +9.0% | +8.2% | +0.8% | +4.9% |
| 3Y | +61.2% | +59.0% | +2.2% | +34.3% |
| 5Y | +72.1% | +104.3% | -32.1% | +30.8% |
| 10Y | +966.1% | +202.4% | +763.7% | +596.6% |
| All | +148,466.4% | +20,595.6% | +127,870.8% | +46,184.7% |
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