+38.8%
CAVA vs GD
+80.9%
-42.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -0.8% |
| 7D | -9.2% | -5.3% | -4.0% | -7.3% |
| 30D | -8.2% | -6.4% | -1.7% | -5.7% |
| 3M | -15.3% | +5.7% | -21.0% | -17.6% |
| 6M | -23.6% | -0.9% | -22.6% | -23.5% |
| YTD | +3.5% | +8.2% | -4.6% | -1.0% |
| 1Y | -7.9% | +13.4% | -21.3% | -13.8% |
| 3Y | +38.7% | +68.5% | -29.8% | +14.5% |
| All | +38.8% | +80.9% | -42.1% | +14.3% |
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 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