+188.5%
GD vs COO
+41.2%
+147.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.1% |
| 7D | -5.0% | +4.7% | -9.7% | -6.3% |
| 30D | +8.9% | +13.9% | -5.0% | +4.8% |
| 3M | -8.0% | -14.9% | +6.9% | -4.3% |
| 6M | +2.9% | +2.0% | +0.9% | +1.1% |
| YTD | +7.1% | -23.9% | +31.0% | +14.7% |
| 1Y | +5.9% | -9.6% | +15.5% | +7.4% |
| 3Y | +53.9% | -25.4% | +79.3% | +60.0% |
| 5Y | +95.4% | -41.2% | +136.6% | +117.5% |
| All | +188.5% | +41.2% | +147.3% | +156.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling