+295.1%
CG vs DD
+99.0%
+196.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.9% |
| 7D | -3.8% | +3.2% | -7.1% | -5.4% |
| 30D | +7.5% | +20.3% | -12.8% | -3.6% |
| 3M | -14.4% | +8.2% | -22.5% | -18.5% |
| 6M | -15.7% | +3.4% | -19.1% | -17.8% |
| YTD | -29.0% | +30.6% | -59.6% | -40.4% |
| 1Y | -22.1% | +30.6% | -52.7% | -34.6% |
| 3Y | +49.1% | +91.1% | -42.0% | -2.4% |
| 5Y | -18.4% | +68.6% | -87.0% | -43.1% |
| 10Y | +295.1% | +99.9% | +195.2% | +117.5% |
| All | +295.1% | +99.0% | +196.1% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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