+53.9%
GD vs COO
-25.3%
+79.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.4% |
| 7D | -5.0% | +4.7% | -9.7% | -5.7% |
| 30D | +8.9% | +13.9% | -5.0% | +6.8% |
| 3M | -8.0% | -14.9% | +6.9% | -5.9% |
| 6M | +2.9% | +2.0% | +0.9% | +2.1% |
| YTD | +7.1% | -23.9% | +31.0% | +11.2% |
| 1Y | +5.9% | -9.6% | +15.5% | +7.1% |
| 3Y | +53.9% | -25.4% | +79.3% | +56.7% |
| All | +53.9% | -25.3% | +79.2% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling