+1,907.2%
CVS vs GD
+20,186.5%
-18,279.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | +4.0% | -5.3% | +9.2% | +5.6% |
| 30D | -2.4% | -6.4% | +4.0% | -0.4% |
| 3M | +2.7% | +5.7% | -3.0% | +0.8% |
| 6M | +21.9% | -0.9% | +22.8% | +21.8% |
| YTD | +24.7% | +8.2% | +16.6% | +21.0% |
| 1Y | +35.4% | +13.4% | +22.0% | +29.4% |
| 3Y | +65.2% | +68.5% | -3.3% | +38.6% |
| 5Y | +30.5% | +97.2% | -66.6% | +4.2% |
| 10Y | +40.4% | +190.2% | -149.8% | -0.8% |
| All | +1,907.2% | +20,186.5% | -18,279.4% | +785.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling