+131.6%
D vs CG
+351.2%
-219.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | +1.5% | -4.3% | +5.8% | +2.0% |
| 30D | -2.6% | -5.1% | +2.5% | -2.0% |
| 3M | 0.0% | +8.7% | -8.7% | -1.3% |
| 6M | +7.4% | -9.2% | +16.6% | +8.2% |
| YTD | +15.9% | -18.9% | +34.7% | +18.2% |
| 1Y | +18.1% | -25.6% | +43.8% | +21.7% |
| 3Y | +58.4% | +57.3% | +1.1% | +43.0% |
| 5Y | +5.2% | +10.2% | -5.0% | -2.6% |
| 10Y | +35.9% | +364.2% | -328.4% | +3.2% |
| All | +131.6% | +351.2% | -219.5% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded CG 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling