+274.8%
CG vs SFM
+140.2%
+134.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.9% |
| 7D | +0.2% | +6.0% | -5.9% | -0.6% |
| 30D | +11.2% | -19.5% | +30.6% | +13.8% |
| 3M | -22.1% | -37.0% | +14.9% | -17.6% |
| 6M | -17.9% | -41.0% | +23.1% | -12.8% |
| YTD | -31.3% | -34.6% | +3.3% | -28.5% |
| 1Y | -24.0% | -36.3% | +12.3% | -20.6% |
| 3Y | +45.0% | +24.5% | +20.4% | +39.2% |
| 5Y | -22.6% | +115.9% | -138.5% | -30.8% |
| All | +274.8% | +140.2% | +134.7% | +242.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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