+465.5%
CGAU vs SPY
+717.0%
-251.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | +18.1% | +0.1% | +18.0% | +18.1% |
| 3M | +36.0% | +2.0% | +34.0% | +35.1% |
| 6M | +19.4% | +13.0% | +6.3% | +13.7% |
| YTD | +60.8% | +13.5% | +47.3% | +53.0% |
| 1Y | +178.1% | +20.0% | +158.1% | +158.9% |
| 3Y | +315.5% | +77.2% | +238.3% | +228.3% |
| 5Y | +251.6% | +81.9% | +169.8% | +173.4% |
| 10Y | +400.6% | +314.1% | +86.5% | +183.6% |
| All | +465.5% | +717.0% | -251.5% | +91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling