+271.7%
CGAU vs SPY
+79.8%
+191.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.5% |
| 7D | -1.9% | -2.0% | +0.1% | -0.4% |
| 30D | +4.5% | -1.7% | +6.1% | +5.9% |
| 3M | +53.7% | +4.7% | +48.9% | +48.5% |
| 6M | +17.5% | +12.5% | +4.9% | +8.6% |
| YTD | +58.6% | +11.7% | +46.8% | +47.4% |
| 1Y | +154.3% | +17.5% | +136.8% | +128.9% |
| 3Y | +327.9% | +76.6% | +251.3% | +186.5% |
| 5Y | +271.7% | +82.0% | +189.7% | +138.4% |
| All | +271.7% | +79.8% | +191.9% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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