+78.0%
CTVA vs GD
+68.4%
+9.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.3% |
| 7D | +4.9% | -5.3% | +10.2% | +6.7% |
| 30D | +11.9% | -6.4% | +18.3% | +14.3% |
| 3M | +13.7% | +5.7% | +8.0% | +11.0% |
| 6M | +13.1% | -0.9% | +14.1% | +13.2% |
| YTD | +32.0% | +8.2% | +23.8% | +27.3% |
| 1Y | +22.1% | +13.4% | +8.6% | +15.2% |
| All | +78.0% | +68.4% | +9.7% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling