-35.4%
CG vs SPYG
+17.9%
-53.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.4% |
| 7D | -9.9% | -0.9% | -9.0% | -9.1% |
| 30D | -11.7% | -1.5% | -10.1% | -10.4% |
| 3M | -4.3% | +3.7% | -8.0% | -7.2% |
| 6M | -8.8% | +16.4% | -25.2% | -21.0% |
| YTD | -26.9% | +13.3% | -40.2% | -35.1% |
| 1Y | -35.4% | +17.9% | -53.3% | -44.5% |
| All | -35.4% | +17.9% | -53.3% | -44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling