+19,851.2%
GD vs CAG
+604.9%
+19,246.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.2% |
| YTD | +8.2% | -5.4% | +13.6% | +8.6% |
| 1Y | +13.4% | -11.8% | +25.2% | +15.6% |
| 3Y | +68.5% | -36.7% | +105.1% | +83.9% |
| 5Y | +97.2% | -40.3% | +137.4% | +117.3% |
| 10Y | +190.2% | -37.0% | +227.2% | +203.6% |
| All | +19,851.2% | +604.9% | +19,246.4% | +12,191.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling