+97.2%
GD vs CPB
-39.5%
+136.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.2% |
| 7D | -5.3% | -8.6% | +3.3% | -3.8% |
| 30D | -6.4% | -7.2% | +0.8% | -5.3% |
| 3M | +5.7% | +0.9% | +4.8% | +5.0% |
| 6M | -0.9% | -11.8% | +10.9% | +0.9% |
| YTD | +8.2% | -19.4% | +27.6% | +12.0% |
| 1Y | +13.4% | -30.4% | +43.8% | +21.0% |
| 3Y | +68.5% | -40.2% | +108.6% | +82.3% |
| All | +97.2% | -39.5% | +136.7% | +106.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling