+16.7%
CG vs S
-57.8%
+74.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.6% |
| 7D | -1.3% | -5.8% | +4.5% | +0.2% |
| 30D | -3.2% | -9.2% | +6.0% | -1.1% |
| 3M | +6.2% | +23.4% | -17.1% | -0.2% |
| 6M | -4.7% | +36.9% | -41.6% | -13.8% |
| YTD | -20.6% | +29.5% | -50.2% | -27.4% |
| 1Y | -26.4% | +5.4% | -31.8% | -29.4% |
| 3Y | +55.4% | +14.7% | +40.7% | +40.6% |
| 5Y | +9.8% | -71.5% | +81.4% | +22.3% |
| All | +16.7% | -57.8% | +74.5% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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