+19,778.3%
GD vs CAG
+614.4%
+19,163.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -5.1% | -3.0% |
| 7D | -3.9% | +11.4% | -15.3% | -6.4% |
| 30D | +8.1% | +16.7% | -8.6% | +4.0% |
| 3M | -6.8% | +4.5% | -11.3% | -8.1% |
| 6M | +3.0% | +13.3% | -10.3% | -0.8% |
| YTD | +7.8% | -4.2% | +11.9% | +7.5% |
| 1Y | +5.8% | -2.9% | +8.7% | +5.2% |
| 3Y | +55.3% | -33.2% | +88.5% | +66.9% |
| 5Y | +96.7% | -38.4% | +135.1% | +114.7% |
| 10Y | +195.4% | -36.4% | +231.8% | +207.7% |
| All | +19,778.3% | +614.4% | +19,163.9% | +12,070.9% |
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