+93.8%
GD vs CPB
-31.3%
+125.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.4% |
| 7D | -5.0% | +8.0% | -13.0% | -6.3% |
| 30D | +8.9% | +22.4% | -13.5% | +5.1% |
| 3M | -8.0% | +2.5% | -10.6% | -8.7% |
| 6M | +2.9% | +12.2% | -9.3% | 0.0% |
| YTD | +7.1% | -12.8% | +19.9% | +9.2% |
| 1Y | +5.9% | -19.2% | +25.1% | +9.7% |
| 3Y | +53.9% | -35.6% | +89.4% | +64.5% |
| All | +93.8% | -31.3% | +125.2% | +87.7% |
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 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