+188.5%
GD vs CAG
-38.1%
+226.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | -5.0% | +5.8% | -10.8% | -6.2% |
| 30D | +8.9% | +16.4% | -7.4% | +5.2% |
| 3M | -8.0% | +3.8% | -11.9% | -9.1% |
| 6M | +2.9% | +10.8% | -7.9% | -0.1% |
| YTD | +7.1% | -5.8% | +12.9% | +7.3% |
| 1Y | +5.9% | -2.4% | +8.3% | +5.2% |
| 3Y | +53.9% | -33.4% | +87.3% | +65.2% |
| 5Y | +95.4% | -39.4% | +134.9% | +114.2% |
| All | +188.5% | -38.1% | +226.6% | +206.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling