+63.7%
CGGO vs SPY
+95.5%
-31.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | +3.5% | +2.6% | +0.9% | +0.9% |
| 30D | -0.5% | -2.0% | +1.4% | +1.5% |
| 3M | -7.8% | -2.8% | -5.0% | -5.1% |
| 6M | -4.2% | +2.1% | -6.3% | -5.8% |
| YTD | +9.8% | +11.5% | -1.6% | -0.6% |
| 1Y | +12.4% | +13.5% | -1.1% | 0.0% |
| 3Y | +65.4% | +77.7% | -12.3% | -4.8% |
| All | +63.7% | +95.5% | -31.8% | -10.4% |
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