+350.2%
CG vs DRI
+645.9%
-295.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -4.3% | +0.6% | -4.9% | -4.6% |
| 30D | -5.1% | +3.8% | -8.9% | -7.0% |
| 3M | +8.7% | +13.0% | -4.3% | +2.2% |
| 6M | -9.2% | +8.3% | -17.5% | -13.2% |
| YTD | -18.9% | +20.6% | -39.5% | -26.3% |
| 1Y | -25.6% | +6.5% | -32.1% | -28.8% |
| 3Y | +57.3% | +53.7% | +3.6% | +26.8% |
| 5Y | +10.2% | +72.7% | -62.5% | -15.6% |
| 10Y | +364.2% | +363.2% | +1.1% | +121.5% |
| All | +350.2% | +645.9% | -295.7% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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