+1,599.5%
CVS vs GD
+20,112.4%
-18,512.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.4% |
| 7D | -10.0% | -3.9% | -6.1% | -8.8% |
| 30D | -5.2% | +8.1% | -13.3% | -7.4% |
| 3M | -17.4% | -6.8% | -10.6% | -15.6% |
| 6M | +2.1% | +3.0% | -0.9% | +1.0% |
| YTD | +5.6% | +7.8% | -2.1% | +2.6% |
| 1Y | +6.7% | +5.8% | +0.9% | +4.2% |
| 3Y | +29.6% | +55.3% | -25.7% | +11.7% |
| 5Y | +2.5% | +96.7% | -94.2% | -18.1% |
| 10Y | +34.8% | +195.4% | -160.5% | -5.1% |
| All | +1,599.5% | +20,112.4% | -18,512.8% | +650.7% |
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