+37.9%
CAVA vs GD
+85.8%
-47.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.7% |
| 7D | +0.1% | -1.9% | +2.0% | +0.8% |
| 30D | +12.6% | +10.9% | +1.7% | +8.1% |
| 3M | -1.9% | -6.8% | +4.8% | +0.7% |
| 6M | -23.9% | +7.0% | -31.0% | -26.4% |
| YTD | +2.9% | +11.1% | -8.2% | -2.7% |
| 1Y | +21.6% | +7.0% | +14.6% | +17.1% |
| 3Y | +94.4% | +59.9% | +34.4% | +59.8% |
| All | +37.9% | +85.8% | -47.9% | +12.3% |
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 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