+20,253.5%
GD vs CPB
+363.2%
+19,890.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.9% | -8.5% | -3.9% |
| 7D | +3.0% | +13.0% | -10.0% | 0.0% |
| 30D | +10.5% | +20.5% | -10.0% | +5.7% |
| 3M | -5.0% | +2.2% | -7.2% | -5.9% |
| 6M | +5.5% | +15.4% | -9.9% | +1.2% |
| YTD | +10.3% | -12.3% | +22.7% | +12.3% |
| 1Y | +8.2% | -18.0% | +26.1% | +11.7% |
| 3Y | +59.0% | -35.7% | +94.7% | +71.6% |
| 5Y | +104.3% | -31.4% | +135.7% | +115.4% |
| 10Y | +202.4% | -37.6% | +240.0% | +214.3% |
| All | +20,253.5% | +363.2% | +19,890.4% | +13,607.1% |
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