+5.7%
CVS vs GD
+94.5%
-88.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.3% |
| 7D | -7.1% | -5.0% | -2.1% | -5.3% |
| 30D | -4.0% | +8.9% | -12.9% | -6.7% |
| 3M | -12.2% | -8.0% | -4.2% | -9.6% |
| 6M | -2.2% | +2.9% | -5.1% | -3.3% |
| YTD | +8.9% | +7.1% | +1.8% | +5.2% |
| 1Y | +9.9% | +5.9% | +3.9% | +6.6% |
| 3Y | +32.1% | +53.9% | -21.8% | +7.6% |
| All | +5.7% | +94.5% | -88.8% | -24.2% |
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 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