+231.7%
CTVA vs GD
+158.6%
+73.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | +0.2% |
| 7D | +4.9% | -5.3% | +10.2% | +8.4% |
| 30D | +11.9% | -6.4% | +18.3% | +16.4% |
| 3M | +13.7% | +5.7% | +8.0% | +8.9% |
| 6M | +13.1% | -0.9% | +14.1% | +12.5% |
| YTD | +32.0% | +8.2% | +23.8% | +23.3% |
| 1Y | +22.1% | +13.4% | +8.6% | +10.0% |
| 3Y | +77.5% | +68.5% | +9.0% | +17.8% |
| 5Y | +106.3% | +97.2% | +9.1% | +19.2% |
| All | +231.7% | +158.6% | +73.0% | +47.5% |
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