+4,638.2%
KO vs GD
+19,982.5%
-15,344.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | +0.1% |
| 7D | +1.7% | -5.0% | +6.7% | +2.9% |
| 30D | +11.5% | +8.9% | +2.6% | +9.1% |
| 3M | +10.8% | -8.0% | +18.9% | +13.0% |
| 6M | +22.3% | +2.9% | +19.4% | +21.1% |
| YTD | +39.5% | +7.1% | +32.4% | +36.3% |
| 1Y | +42.2% | +5.9% | +36.3% | +39.2% |
| 3Y | +83.1% | +53.9% | +29.2% | +61.9% |
| 5Y | +94.8% | +95.4% | -0.6% | +61.4% |
| 10Y | +212.9% | +193.5% | +19.4% | +131.9% |
| All | +4,638.2% | +19,982.5% | -15,344.3% | +1,637.1% |
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