+88.1%
CGUS vs SPY
+96.0%
-7.8%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.3% |
| 7D | -1.9% | -2.0% | 0.0% | -0.1% |
| 30D | -3.9% | -1.7% | -2.2% | -2.4% |
| 3M | +4.1% | +4.7% | -0.6% | -0.2% |
| 6M | +10.8% | +12.5% | -1.7% | -0.5% |
| YTD | +10.7% | +11.7% | -1.1% | 0.0% |
| 1Y | +14.1% | +17.5% | -3.4% | -1.5% |
| 3Y | +76.0% | +76.6% | -0.5% | +4.6% |
| All | +88.1% | +96.0% | -7.8% | +5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling