+305.2%
CG vs ET
+177.0%
+128.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | -9.9% | +0.2% | -10.1% | -10.0% |
| 30D | -11.7% | +2.9% | -14.5% | -12.8% |
| 3M | -4.3% | +16.8% | -21.1% | -10.5% |
| 6M | -8.8% | +18.9% | -27.6% | -15.6% |
| YTD | -26.9% | +37.7% | -64.6% | -36.6% |
| 1Y | -35.4% | +32.4% | -67.9% | -43.2% |
| 3Y | +43.0% | +99.5% | -56.4% | +8.3% |
| 5Y | +1.9% | +244.0% | -242.1% | -36.9% |
| All | +305.2% | +177.0% | +128.2% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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