+97.2%
GD vs CAG
-40.1%
+137.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | -5.3% | -3.8% | -1.5% | -4.4% |
| 30D | -6.4% | +3.1% | -9.6% | -7.2% |
| 3M | +5.7% | +23.5% | -17.8% | -0.1% |
| 6M | -0.9% | -14.8% | +13.9% | +2.8% |
| YTD | +8.2% | -5.4% | +13.6% | +8.7% |
| 1Y | +13.4% | -11.8% | +25.2% | +16.0% |
| 3Y | +68.5% | -36.7% | +105.1% | +86.4% |
| All | +97.2% | -40.1% | +137.3% | +115.8% |
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 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