+11.2%
CG vs AS
+137.8%
-126.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.9% |
| 7D | +2.0% | +4.5% | -2.5% | +0.7% |
| 30D | +8.5% | +13.2% | -4.7% | +4.5% |
| 3M | -12.1% | -11.9% | -0.2% | -8.9% |
| 6M | -16.4% | -11.6% | -4.9% | -13.8% |
| YTD | -28.0% | -14.7% | -13.3% | -25.3% |
| 1Y | -18.9% | +5.7% | -24.6% | -21.3% |
| All | +11.2% | +137.8% | -126.6% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling