+364.8%
ALL vs CG
+324.5%
+40.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.1% | +0.9% |
| 7D | -2.2% | -6.4% | +4.2% | -0.9% |
| 30D | -5.6% | -7.1% | +1.5% | -4.2% |
| 3M | +17.2% | -1.6% | +18.8% | +17.0% |
| 6M | +23.2% | -8.3% | +31.6% | +24.6% |
| YTD | +23.6% | -23.8% | +47.4% | +29.3% |
| 1Y | +29.2% | -28.7% | +57.9% | +36.7% |
| 3Y | +153.8% | +49.2% | +104.7% | +115.1% |
| 5Y | +116.1% | +5.5% | +110.6% | +92.4% |
| 10Y | +364.8% | +331.2% | +33.6% | +188.8% |
| All | +364.8% | +324.5% | +40.3% | +188.8% |
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