+363.8%
ALL vs CG
+320.1%
+43.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.6% | -7.0% | -1.8% |
| 7D | -3.9% | +3.0% | -6.9% | -4.6% |
| 30D | +10.6% | +10.1% | +0.5% | +8.2% |
| 3M | -4.6% | -10.8% | +6.3% | -2.5% |
| 6M | +20.2% | -15.2% | +35.4% | +23.5% |
| YTD | +23.7% | -26.9% | +50.6% | +30.4% |
| 1Y | +27.9% | -17.0% | +44.9% | +30.7% |
| 3Y | +109.2% | +54.6% | +54.5% | +74.8% |
| 5Y | +148.0% | -16.7% | +164.7% | +137.5% |
| 10Y | +363.8% | +320.1% | +43.6% | +177.7% |
| All | +363.8% | +320.1% | +43.6% | +177.7% |
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