+102.5%
GD vs COO
-41.3%
+143.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.0% | +1.6% |
| 7D | -1.9% | +4.5% | -6.4% | -2.7% |
| 30D | +10.9% | +16.9% | -6.0% | +7.7% |
| 3M | -6.8% | -16.7% | +10.0% | -3.8% |
| 6M | +7.0% | +5.9% | +1.1% | +5.2% |
| YTD | +11.1% | -22.4% | +33.6% | +15.9% |
| 1Y | +7.0% | -10.1% | +17.1% | +8.4% |
| 3Y | +59.9% | -22.8% | +82.7% | +63.2% |
| 5Y | +102.5% | -41.4% | +143.9% | +120.6% |
| All | +102.5% | -41.3% | +143.7% | +120.6% |
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