+61.2%
CVS vs GD
+165.4%
-104.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.8% |
| 7D | +10.4% | +1.9% | +8.5% | +9.5% |
| 30D | +3.3% | +9.2% | -5.9% | -0.8% |
| 3M | -4.5% | -7.5% | +2.9% | -1.1% |
| 6M | -4.4% | +5.8% | -10.1% | -7.2% |
| YTD | +16.6% | +9.8% | +6.8% | +10.3% |
| 1Y | +15.3% | +5.8% | +9.5% | +11.0% |
| 3Y | +48.6% | +58.0% | -9.5% | +14.8% |
| 5Y | +12.9% | +100.4% | -87.5% | -24.2% |
| All | +61.2% | +165.4% | -104.2% | -10.6% |
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