+4,235.9%
KO vs GD
+20,186.5%
-15,950.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | -0.4% |
| 7D | -1.8% | -5.3% | +3.5% | -0.5% |
| 30D | +1.4% | -6.4% | +7.9% | +3.1% |
| 3M | +15.4% | +5.7% | +9.7% | +13.7% |
| 6M | +14.3% | -0.9% | +15.2% | +14.1% |
| YTD | +27.7% | +8.2% | +19.5% | +24.5% |
| 1Y | +32.7% | +13.4% | +19.3% | +27.7% |
| 3Y | +62.2% | +68.5% | -6.3% | +40.0% |
| 5Y | +80.0% | +97.2% | -17.2% | +48.9% |
| 10Y | +175.6% | +190.2% | -14.6% | +104.8% |
| All | +4,235.9% | +20,186.5% | -15,950.6% | +1,486.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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