+15.3%
CGSD vs SPY
+78.4%
-63.1%
-1.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -0.1% | -0.6% | +0.5% | -0.1% |
| 30D | +0.2% | -3.7% | +3.9% | +0.3% |
| 3M | -0.4% | -2.7% | +2.4% | -0.3% |
| 6M | +0.1% | +2.2% | -2.1% | 0.0% |
| YTD | +0.8% | +10.8% | -10.0% | +0.6% |
| 1Y | +1.7% | +11.2% | -9.5% | +1.5% |
| 3Y | +15.3% | +76.5% | -61.2% | +11.8% |
| All | +15.3% | +78.4% | -63.1% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling