+97.2%
GD vs COO
-38.8%
+136.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.5% |
| 7D | -5.3% | -2.2% | -3.0% | -4.8% |
| 30D | -6.4% | -7.0% | +0.6% | -5.1% |
| 3M | +5.7% | +12.2% | -6.5% | +3.1% |
| 6M | -0.9% | -15.1% | +14.2% | +2.0% |
| YTD | +8.2% | -15.1% | +23.3% | +11.3% |
| 1Y | +13.4% | +2.3% | +11.1% | +12.4% |
| 3Y | +68.5% | -23.7% | +92.2% | +73.9% |
| All | +97.2% | -38.8% | +136.0% | +113.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling