+200.9%
CG vs TW
+209.8%
-9.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.2% |
| 7D | -9.8% | -2.7% | -7.1% | -8.7% |
| 30D | -10.3% | -1.7% | -8.6% | -9.7% |
| 3M | -1.7% | +1.6% | -3.3% | -3.3% |
| 6M | -9.8% | -17.7% | +7.9% | -3.1% |
| YTD | -25.6% | -4.3% | -21.2% | -25.9% |
| 1Y | -32.5% | -13.1% | -19.4% | -29.8% |
| 3Y | +45.6% | +20.3% | +25.4% | +24.2% |
| 5Y | +3.7% | +22.0% | -18.3% | -14.2% |
| All | +200.9% | +209.8% | -9.0% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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