+9.9%
CG vs FND
-61.0%
+70.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -0.2% |
| 7D | -1.3% | +0.4% | -1.6% | -1.5% |
| 30D | -3.2% | -23.6% | +20.4% | +8.6% |
| 3M | +6.2% | +4.3% | +1.9% | +1.9% |
| 6M | -4.7% | -20.3% | +15.6% | +2.3% |
| YTD | -20.6% | -21.3% | +0.7% | -14.7% |
| 1Y | -26.4% | -45.4% | +19.0% | -6.5% |
| 3Y | +55.4% | -48.9% | +104.2% | +90.9% |
| All | +9.9% | -61.0% | +70.9% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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