+85.7%
CAVA vs GD
+58.2%
+27.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -1.6% | +2.7% | -4.2% | -2.6% |
| 30D | +12.9% | +8.6% | +4.3% | +9.2% |
| 3M | -19.3% | -7.1% | -12.3% | -16.9% |
| 6M | -19.5% | +7.5% | -26.9% | -22.4% |
| YTD | -0.8% | +9.9% | -10.7% | -6.2% |
| 1Y | +20.8% | +7.6% | +13.3% | +15.6% |
| 3Y | +85.7% | +56.2% | +29.5% | +47.4% |
| All | +85.7% | +58.2% | +27.5% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling