+5.6%
CVS vs GD
+9.0%
-3.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.6% | -10.0% | -11.9% |
| 7D | -11.1% | +3.0% | -14.1% | -11.3% |
| 30D | -7.4% | +10.5% | -18.0% | -8.8% |
| 3M | -22.9% | -5.0% | -17.9% | -22.1% |
| 6M | -1.2% | +5.5% | -6.7% | -1.7% |
| YTD | +3.9% | +10.3% | -6.5% | -0.3% |
| 1Y | +5.6% | +8.2% | -2.6% | +1.8% |
| All | +5.6% | +9.0% | -3.5% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling