+177.4%
GD vs CPB
-39.9%
+217.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.4% | +2.4% |
| 7D | -3.0% | +3.3% | -6.3% | -3.6% |
| 30D | +9.3% | +19.0% | -9.7% | +6.1% |
| 3M | -7.2% | +0.4% | -7.6% | -7.6% |
| 6M | +5.5% | +13.0% | -7.5% | +2.7% |
| YTD | +9.5% | -12.7% | +22.2% | +11.1% |
| 1Y | +6.4% | -20.9% | +27.3% | +9.8% |
| 3Y | +59.8% | -35.4% | +95.2% | +69.3% |
| 5Y | +98.0% | -32.3% | +130.3% | +107.5% |
| 10Y | +177.4% | -40.5% | +217.9% | +191.4% |
| All | +177.4% | -39.9% | +217.3% | +191.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling