+52.0%
CVS vs GD
+185.2%
-133.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +0.6% |
| 7D | -3.7% | -3.0% | -0.6% | -2.2% |
| 30D | -0.3% | +9.3% | -9.6% | -4.3% |
| 3M | -10.3% | -7.2% | -3.1% | -7.2% |
| 6M | -4.6% | +5.5% | -10.0% | -7.3% |
| YTD | +10.7% | +9.5% | +1.2% | +4.8% |
| 1Y | +11.2% | +6.4% | +4.8% | +6.7% |
| 3Y | +43.0% | +59.8% | -16.8% | +9.9% |
| 5Y | +8.6% | +98.0% | -89.4% | -26.6% |
| 10Y | +52.0% | +177.4% | -125.4% | -16.5% |
| All | +52.0% | +185.2% | -133.2% | -16.5% |
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 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