+164.9%
GD vs CPB
-40.8%
+205.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | -0.1% | -1.0% |
| 7D | +1.9% | -5.8% | +7.7% | +2.8% |
| 30D | +9.2% | +16.5% | -7.2% | +6.4% |
| 3M | -7.5% | -1.1% | -6.4% | -7.6% |
| 6M | +5.8% | +11.5% | -5.7% | +3.2% |
| YTD | +9.8% | -15.7% | +25.5% | +12.1% |
| 1Y | +5.8% | -24.7% | +30.4% | +10.1% |
| 3Y | +58.0% | -37.3% | +95.3% | +68.2% |
| 5Y | +100.4% | -35.0% | +135.5% | +111.4% |
| All | +164.9% | -40.8% | +205.7% | +169.2% |
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