+305.2%
CG vs SPYG
+424.6%
-119.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.6% |
| 7D | -9.9% | -0.9% | -9.0% | -8.9% |
| 30D | -11.7% | -1.5% | -10.1% | -10.0% |
| 3M | -4.3% | +3.7% | -8.0% | -8.5% |
| 6M | -8.8% | +16.4% | -25.2% | -24.2% |
| YTD | -26.9% | +13.3% | -40.2% | -37.1% |
| 1Y | -35.4% | +17.9% | -53.3% | -47.2% |
| 3Y | +43.0% | +98.3% | -55.3% | -34.9% |
| 5Y | +1.9% | +86.4% | -84.5% | -49.0% |
| All | +305.2% | +424.6% | -119.4% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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