+35.1%
CAVA vs GD
+79.1%
-44.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +0.7% | -5.0% | +5.7% | +2.7% |
| 30D | +13.6% | +8.9% | +4.7% | +9.9% |
| 3M | -4.9% | -8.0% | +3.1% | -1.8% |
| 6M | -33.9% | +2.9% | -36.8% | -35.0% |
| YTD | +0.8% | +7.1% | -6.3% | -3.3% |
| 1Y | +27.0% | +5.9% | +21.0% | +22.5% |
| 3Y | +73.1% | +53.9% | +19.2% | +44.5% |
| All | +35.1% | +79.1% | -44.0% | +11.7% |
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