+322.7%
CG vs DGX
+435.8%
-113.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -6.4% | -2.2% | -4.2% | -5.5% |
| 30D | -7.1% | -0.9% | -6.1% | -6.7% |
| 3M | -1.6% | +15.6% | -17.2% | -7.9% |
| 6M | -8.3% | +17.8% | -26.1% | -15.1% |
| YTD | -23.8% | +37.5% | -61.3% | -34.6% |
| 1Y | -28.7% | +31.2% | -59.9% | -37.8% |
| 3Y | +49.2% | +96.6% | -47.4% | +4.4% |
| 5Y | +5.5% | +64.9% | -59.4% | -20.6% |
| 10Y | +331.2% | +254.6% | +76.6% | +114.6% |
| All | +322.7% | +435.8% | -113.0% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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