+54.9%
GD vs CAG
-32.9%
+87.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -5.1% | -2.7% |
| 7D | -3.9% | +11.4% | -15.3% | -5.3% |
| 30D | +8.1% | +16.7% | -8.6% | +5.8% |
| 3M | -6.8% | +4.5% | -11.3% | -7.5% |
| 6M | +3.0% | +13.3% | -10.3% | +0.8% |
| YTD | +7.8% | -4.2% | +11.9% | +7.7% |
| 1Y | +5.8% | -2.9% | +8.7% | +5.4% |
| All | +54.9% | -32.9% | +87.8% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling