-27.2%
CG vs IRE
-97.5%
+70.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.1% | -13.5% | -1.8% |
| 7D | -3.8% | -15.1% | +11.3% | -3.7% |
| 30D | +7.5% | -71.4% | +78.9% | +10.9% |
| 3M | -14.4% | -81.2% | +66.8% | -10.8% |
| 6M | -15.7% | -93.7% | +78.1% | -10.3% |
| YTD | -29.0% | -92.2% | +63.2% | -27.3% |
| 1Y | -22.1% | -97.3% | +75.2% | -20.5% |
| All | -27.2% | -97.5% | +70.2% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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