+19,851.2%
GD vs COO
+5,988.7%
+13,862.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.7% |
| 7D | -5.3% | -2.2% | -3.0% | -5.1% |
| 30D | -6.4% | -7.0% | +0.6% | -6.0% |
| 3M | +5.7% | +12.2% | -6.5% | +4.8% |
| 6M | -0.9% | -15.1% | +14.2% | 0.0% |
| YTD | +8.2% | -15.1% | +23.3% | +9.2% |
| 1Y | +13.4% | +2.3% | +11.1% | +13.1% |
| 3Y | +68.5% | -23.7% | +92.2% | +70.3% |
| 5Y | +97.2% | -38.9% | +136.1% | +101.4% |
| 10Y | +190.2% | +49.9% | +140.3% | +182.0% |
| All | +19,851.2% | +5,988.7% | +13,862.5% | +17,757.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling