+206.2%
CTVA vs GD
+165.7%
+40.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.4% |
| 7D | +2.4% | -1.9% | +4.3% | +3.5% |
| 30D | -8.1% | +10.9% | -19.0% | -13.9% |
| 3M | +6.3% | -6.8% | +13.1% | +10.4% |
| 6M | +0.4% | +7.0% | -6.6% | -4.9% |
| YTD | +21.8% | +11.1% | +10.7% | +11.6% |
| 1Y | +24.9% | +7.0% | +17.8% | +17.1% |
| 3Y | +92.3% | +59.9% | +32.4% | +33.3% |
| 5Y | +78.9% | +102.5% | -23.6% | +1.5% |
| All | +206.2% | +165.7% | +40.5% | +33.4% |
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 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