+8.2%
GD vs CPB
-18.4%
+26.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.9% | -8.5% | -2.8% |
| 7D | +3.0% | +13.0% | -10.0% | +2.3% |
| 30D | +10.5% | +20.5% | -10.0% | +9.4% |
| 3M | -5.0% | +2.2% | -7.2% | -5.4% |
| 6M | +5.5% | +15.4% | -9.9% | +4.1% |
| YTD | +10.3% | -12.3% | +22.7% | +10.5% |
| 1Y | +8.2% | -18.0% | +26.1% | +8.7% |
| All | +8.2% | -18.4% | +26.6% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling