-21.5%
CG vs FND
-63.9%
+42.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.3% | +2.0% |
| 7D | +0.2% | -6.8% | +7.0% | +3.4% |
| 30D | +11.2% | +8.0% | +3.2% | +7.3% |
| 3M | -22.1% | -18.9% | -3.2% | -15.0% |
| 6M | -17.9% | +4.7% | -22.6% | -22.0% |
| YTD | -31.3% | -21.6% | -9.7% | -26.3% |
| 1Y | -24.0% | -22.0% | -2.0% | -18.5% |
| 3Y | +45.0% | -40.4% | +85.4% | +65.1% |
| All | -21.5% | -63.9% | +42.4% | +10.0% |
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