-21.5%
CG vs ET
+215.7%
-237.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +0.2% | +2.5% | -2.4% | -1.4% |
| 30D | +11.2% | -2.5% | +13.6% | +12.4% |
| 3M | -22.1% | -4.9% | -17.2% | -20.1% |
| 6M | -17.9% | -0.1% | -17.8% | -18.9% |
| YTD | -31.3% | +26.2% | -57.5% | -42.8% |
| 1Y | -24.0% | +25.2% | -49.1% | -36.5% |
| 3Y | +45.0% | +84.2% | -39.2% | -4.4% |
| All | -21.5% | +215.7% | -237.2% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling