+305.2%
CG vs TRU
+147.2%
+158.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.2% |
| 7D | -9.9% | -2.7% | -7.1% | -8.4% |
| 30D | -11.7% | -2.0% | -9.6% | -10.8% |
| 3M | -4.3% | +18.4% | -22.7% | -14.4% |
| 6M | -8.8% | +8.9% | -17.6% | -15.0% |
| YTD | -26.9% | -8.9% | -17.9% | -25.1% |
| 1Y | -35.4% | -15.9% | -19.6% | -31.3% |
| 3Y | +43.0% | -1.1% | +44.1% | +32.5% |
| 5Y | +1.9% | -35.2% | +37.1% | +19.7% |
| All | +305.2% | +147.2% | +158.0% | +178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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