+177.4%
GD vs CAG
-38.3%
+215.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +1.9% | +2.2% |
| 7D | -3.0% | +4.6% | -7.6% | -4.1% |
| 30D | +9.3% | +14.7% | -5.4% | +5.8% |
| 3M | -7.2% | +2.4% | -9.6% | -8.0% |
| 6M | +5.5% | +10.7% | -5.3% | +2.4% |
| YTD | +9.5% | -5.5% | +15.0% | +9.7% |
| 1Y | +6.4% | -4.6% | +11.0% | +6.3% |
| 3Y | +59.8% | -34.4% | +94.3% | +72.4% |
| 5Y | +98.0% | -39.2% | +137.1% | +116.9% |
| 10Y | +177.4% | -39.0% | +216.3% | +193.8% |
| All | +177.4% | -38.3% | +215.7% | +193.8% |
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