+5.5%
CG vs SPYG
+83.9%
-78.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.5% |
| 7D | -6.4% | +0.3% | -6.8% | -6.8% |
| 30D | -7.1% | -1.7% | -5.4% | -5.0% |
| 3M | -1.6% | +3.6% | -5.2% | -6.1% |
| 6M | -8.3% | +16.6% | -24.9% | -25.1% |
| YTD | -23.8% | +13.4% | -37.2% | -35.4% |
| 1Y | -28.7% | +19.6% | -48.3% | -43.7% |
| 3Y | +49.2% | +99.8% | -50.6% | -38.3% |
| 5Y | +5.5% | +85.0% | -79.4% | -49.7% |
| All | +5.5% | +83.9% | -78.4% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling