+368.4%
ALL vs CG
+308.6%
+59.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +3.2% |
| 7D | -0.1% | +2.0% | -2.1% | -0.7% |
| 30D | +13.8% | +8.5% | +5.3% | +11.7% |
| 3M | -2.8% | -12.1% | +9.4% | -0.4% |
| 6M | +23.7% | -16.4% | +40.1% | +27.5% |
| YTD | +27.3% | -28.0% | +55.2% | +34.5% |
| 1Y | +30.5% | -18.9% | +49.4% | +34.0% |
| 3Y | +113.0% | +51.2% | +61.8% | +79.0% |
| 5Y | +157.6% | -15.9% | +173.4% | +145.5% |
| 10Y | +368.4% | +305.9% | +62.4% | +184.8% |
| All | +368.4% | +308.6% | +59.8% | +184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling