+8.2%
GD vs COO
-7.7%
+15.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.9% | -8.5% | -3.3% |
| 7D | +3.0% | +8.4% | -5.5% | +1.8% |
| 30D | +10.5% | +13.5% | -2.9% | +8.5% |
| 3M | -5.0% | -13.8% | +8.8% | -2.3% |
| 6M | +5.5% | +4.7% | +0.8% | +4.0% |
| YTD | +10.3% | -21.4% | +31.7% | +16.0% |
| 1Y | +8.2% | -6.7% | +14.9% | +10.4% |
| All | +8.2% | -7.7% | +15.8% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling