+96.7%
GD vs COO
-39.4%
+136.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.1% |
| 7D | -3.9% | +5.3% | -9.2% | -4.8% |
| 30D | +8.1% | +12.5% | -4.5% | +5.7% |
| 3M | -6.8% | -15.1% | +8.4% | -4.2% |
| 6M | +3.0% | +3.7% | -0.7% | +1.6% |
| YTD | +7.8% | -22.5% | +30.3% | +12.4% |
| 1Y | +5.8% | -7.8% | +13.6% | +6.6% |
| 3Y | +55.3% | -24.1% | +79.4% | +59.1% |
| 5Y | +96.7% | -40.1% | +136.8% | +112.6% |
| All | +96.7% | -39.4% | +136.1% | +112.6% |
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