+13.0%
CVS vs GD
+99.6%
-86.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +6.6% | +2.7% | +3.9% | +5.6% |
| 30D | -0.4% | +8.6% | -9.0% | -3.2% |
| 3M | -5.3% | -7.1% | +1.8% | -2.8% |
| 6M | -7.7% | +7.5% | -15.2% | -10.2% |
| YTD | +16.0% | +9.9% | +6.1% | +11.1% |
| 1Y | +16.2% | +7.6% | +8.7% | +12.2% |
| 3Y | +47.6% | +56.2% | -8.6% | +19.6% |
| All | +13.0% | +99.6% | -86.6% | -20.8% |
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