+100.5%
GD vs CAG
-41.0%
+141.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | +2.7% | -3.3% | +6.0% | +3.4% |
| 30D | +8.6% | +7.7% | +0.9% | +6.5% |
| 3M | -7.1% | -3.2% | -3.9% | -6.7% |
| 6M | +7.5% | +7.0% | +0.5% | +4.9% |
| YTD | +9.9% | -9.0% | +18.9% | +11.2% |
| 1Y | +7.6% | -9.6% | +17.2% | +8.9% |
| 3Y | +56.2% | -36.0% | +92.2% | +70.9% |
| All | +100.5% | -41.0% | +141.5% | +120.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling