+19,851.2%
GD vs CPB
+325.7%
+19,525.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.0% |
| 7D | -5.3% | -8.6% | +3.3% | -3.4% |
| 30D | -6.4% | -7.2% | +0.8% | -5.0% |
| 3M | +5.7% | +0.9% | +4.8% | +4.9% |
| 6M | -0.9% | -11.8% | +10.9% | +1.2% |
| YTD | +8.2% | -19.4% | +27.6% | +12.6% |
| 1Y | +13.4% | -30.4% | +43.8% | +21.9% |
| 3Y | +68.5% | -40.2% | +108.6% | +85.3% |
| 5Y | +97.2% | -39.5% | +136.7% | +114.6% |
| 10Y | +190.2% | -47.4% | +237.6% | +215.3% |
| All | +19,851.2% | +325.7% | +19,525.5% | +13,641.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling