+199.4%
CTVA vs GD
+156.0%
+43.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -0.8% |
| 7D | +2.2% | -5.0% | +7.2% | +5.4% |
| 30D | -17.6% | +8.9% | -26.6% | -22.1% |
| 3M | +3.4% | -8.0% | +11.5% | +8.3% |
| 6M | -2.6% | +2.9% | -5.5% | -5.5% |
| YTD | +19.1% | +7.1% | +12.0% | +11.6% |
| 1Y | +26.8% | +5.9% | +20.8% | +19.4% |
| 3Y | +63.9% | +53.9% | +10.0% | +16.4% |
| 5Y | +75.7% | +95.4% | -19.7% | +1.9% |
| All | +199.4% | +156.0% | +43.4% | +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 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