+13.3%
CVS vs GD
+6.6%
+6.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +1.2% |
| 7D | -3.7% | -3.0% | -0.6% | -2.9% |
| 30D | -0.3% | +9.3% | -9.6% | -1.6% |
| 3M | -10.3% | -7.2% | -3.1% | -9.0% |
| 6M | -4.6% | +5.5% | -10.0% | -5.0% |
| YTD | +10.7% | +9.5% | +1.2% | +6.0% |
| All | +13.3% | +6.6% | +6.8% | +10.2% |
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