+3.7%
CG vs TRU
-36.7%
+40.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.2% | -2.3% |
| 7D | -9.8% | -9.4% | -0.4% | -4.8% |
| 30D | -10.3% | -4.1% | -6.2% | -8.3% |
| 3M | -1.7% | +13.6% | -15.2% | -9.9% |
| 6M | -9.8% | +3.6% | -13.4% | -13.4% |
| YTD | -25.6% | -9.8% | -15.8% | -23.3% |
| 1Y | -32.5% | -13.6% | -18.9% | -29.2% |
| 3Y | +45.6% | -2.0% | +47.6% | +39.0% |
| 5Y | +3.7% | -35.8% | +39.5% | +36.3% |
| All | +3.7% | -36.7% | +40.3% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling