+54.9%
GD vs CPB
-35.1%
+90.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.1% | -2.4% |
| 7D | -3.9% | +11.6% | -15.5% | -5.0% |
| 30D | +8.1% | +23.3% | -15.2% | +5.6% |
| 3M | -6.8% | +1.6% | -8.4% | -7.1% |
| 6M | +3.0% | +13.9% | -10.9% | +1.0% |
| YTD | +7.8% | -11.7% | +19.4% | +9.0% |
| 1Y | +5.8% | -18.2% | +24.0% | +8.2% |
| All | +54.9% | -35.1% | +90.0% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling