+91.2%
CGGR vs SPY
+96.0%
-4.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.3% |
| 7D | -1.9% | -2.0% | 0.0% | +0.4% |
| 30D | -1.2% | -1.7% | +0.4% | +0.8% |
| 3M | +4.1% | +4.7% | -0.7% | -1.4% |
| 6M | +8.3% | +12.5% | -4.2% | -5.6% |
| YTD | +4.3% | +11.7% | -7.4% | -8.3% |
| 1Y | +7.2% | +17.5% | -10.3% | -11.0% |
| 3Y | +83.5% | +76.6% | +7.0% | -5.1% |
| All | +91.2% | +96.0% | -4.7% | -7.1% |
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