+204.7%
CTVA vs GD
+161.8%
+42.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +0.4% |
| 7D | +1.6% | -3.0% | +4.6% | +3.4% |
| 30D | -8.5% | +9.3% | -17.8% | -13.6% |
| 3M | +5.3% | -7.2% | +12.5% | +9.7% |
| 6M | -0.1% | +5.5% | -5.5% | -4.5% |
| YTD | +21.2% | +9.5% | +11.7% | +12.0% |
| 1Y | +27.0% | +6.4% | +20.6% | +19.4% |
| 3Y | +87.2% | +59.8% | +27.4% | +29.6% |
| 5Y | +77.9% | +98.0% | -20.1% | +2.5% |
| All | +204.7% | +161.8% | +42.8% | +34.0% |
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