+312.1%
CG vs SPY
+318.9%
-6.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.5% |
| 7D | -9.8% | -2.0% | -7.8% | -7.1% |
| 30D | -10.3% | -1.7% | -8.6% | -8.0% |
| 3M | -1.7% | +4.7% | -6.4% | -7.7% |
| 6M | -9.8% | +12.5% | -22.3% | -23.5% |
| YTD | -25.6% | +11.7% | -37.3% | -36.0% |
| 1Y | -32.5% | +17.5% | -50.0% | -45.8% |
| 3Y | +45.6% | +76.6% | -30.9% | -30.3% |
| 5Y | +3.7% | +82.0% | -78.4% | -50.2% |
| All | +312.1% | +318.9% | -6.7% | -20.3% |
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