+31.9%
CVS vs GD
+97.9%
-66.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | +4.0% | -5.3% | +9.2% | +5.9% |
| 30D | -2.4% | -6.4% | +4.0% | -0.1% |
| 3M | +2.7% | +5.7% | -3.0% | +0.4% |
| 6M | +21.9% | -0.9% | +22.8% | +21.8% |
| YTD | +24.7% | +8.2% | +16.6% | +20.1% |
| 1Y | +35.4% | +13.4% | +22.0% | +27.6% |
| 3Y | +65.2% | +68.5% | -3.3% | +28.7% |
| All | +31.9% | +97.9% | -66.0% | -6.1% |
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