+305.9%
CG vs SPY
+304.1%
+1.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -0.9% |
| 7D | +2.0% | -0.6% | +2.5% | +3.1% |
| 30D | +8.5% | -3.7% | +12.2% | +14.6% |
| 3M | -12.1% | -2.7% | -9.4% | -8.4% |
| 6M | -16.4% | +2.2% | -18.6% | -18.8% |
| YTD | -28.0% | +10.8% | -38.8% | -37.3% |
| 1Y | -18.9% | +11.2% | -30.1% | -29.7% |
| 3Y | +51.2% | +76.5% | -25.2% | -27.7% |
| 5Y | -15.9% | +72.9% | -88.8% | -57.1% |
| 10Y | +305.9% | +304.8% | +1.1% | -21.0% |
| All | +305.9% | +304.1% | +1.8% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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