+399.4%
CGAU vs SPY
+702.2%
-302.8%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | -7.1% | +2.6% | -9.7% | -8.1% |
| 30D | -3.9% | -2.0% | -2.0% | -3.0% |
| 3M | -4.5% | -2.8% | -1.7% | -3.1% |
| 6M | +7.8% | +2.1% | +5.6% | +7.2% |
| YTD | +42.0% | +11.5% | +30.5% | +36.4% |
| 1Y | +68.0% | +13.5% | +54.5% | +60.3% |
| 3Y | +299.5% | +77.7% | +221.8% | +216.0% |
| 5Y | +168.1% | +72.6% | +95.5% | +113.1% |
| 10Y | +415.6% | +308.2% | +107.4% | +194.3% |
| All | +399.4% | +702.2% | -302.8% | +70.8% |
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