+13.2%
CVS vs GD
+100.7%
-87.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.9% | +3.9% |
| 7D | -2.6% | -1.9% | -0.7% | -1.9% |
| 30D | +4.0% | +10.9% | -6.9% | +0.5% |
| 3M | -6.3% | -6.8% | +0.5% | -3.9% |
| 6M | -0.4% | +7.0% | -7.4% | -2.9% |
| YTD | +15.6% | +11.1% | +4.5% | +10.3% |
| 1Y | +18.3% | +7.0% | +11.3% | +14.5% |
| 3Y | +47.3% | +59.9% | -12.7% | +18.3% |
| 5Y | +13.2% | +102.5% | -89.3% | -20.3% |
| All | +13.2% | +100.7% | -87.5% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling