+350.2%
CG vs DD
+218.3%
+131.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | -4.3% | -3.5% | -0.8% | -2.4% |
| 30D | -5.1% | -10.3% | +5.2% | +0.6% |
| 3M | +8.7% | -7.5% | +16.2% | +13.2% |
| 6M | -9.2% | -8.0% | -1.2% | -5.8% |
| YTD | -18.9% | +10.5% | -29.3% | -24.3% |
| 1Y | -25.6% | +38.3% | -63.9% | -39.0% |
| 3Y | +57.3% | +42.5% | +14.8% | +24.8% |
| 5Y | +10.2% | +60.2% | -50.0% | -18.0% |
| 10Y | +364.2% | +68.9% | +295.4% | +199.5% |
| All | +350.2% | +218.3% | +131.9% | +135.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling