+1.0%
CG vs S
-51.7%
+52.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +0.2% | +2.0% | -1.8% | -0.3% |
| 30D | +11.2% | -2.7% | +13.9% | +11.6% |
| 3M | -22.1% | -6.9% | -15.2% | -21.7% |
| 6M | -17.9% | +38.1% | -56.0% | -26.0% |
| YTD | -31.3% | +48.0% | -79.3% | -39.8% |
| 1Y | -24.0% | +34.5% | -58.4% | -32.0% |
| 3Y | +45.0% | +38.3% | +6.7% | +24.2% |
| 5Y | -22.6% | -70.9% | +48.3% | -15.6% |
| All | +1.0% | -51.7% | +52.8% | +3.2% |
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