+5,549.9%
CNQ vs GD
+2,065.8%
+3,484.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.4% | -0.3% |
| 7D | +3.0% | -5.3% | +8.3% | +6.3% |
| 30D | +12.8% | -6.4% | +19.2% | +17.2% |
| 3M | +7.0% | +5.7% | +1.3% | +2.7% |
| 6M | +16.5% | -0.9% | +17.4% | +15.5% |
| YTD | +52.0% | +8.2% | +43.9% | +42.1% |
| 1Y | +64.1% | +13.4% | +50.7% | +48.5% |
| 3Y | +74.3% | +68.5% | +5.8% | +20.7% |
| 5Y | +268.4% | +97.2% | +171.3% | +131.0% |
| 10Y | +400.2% | +190.2% | +210.0% | +153.3% |
| All | +5,549.9% | +2,065.8% | +3,484.1% | +1,491.7% |
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