+48.3%
D vs CG
+308.6%
-260.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | +2.4% | +2.0% | +0.4% | +2.0% |
| 30D | +10.9% | +8.5% | +2.4% | +9.5% |
| 3M | +2.8% | -12.1% | +15.0% | +4.5% |
| 6M | +12.7% | -16.4% | +29.1% | +15.0% |
| YTD | +20.3% | -28.0% | +48.3% | +24.9% |
| 1Y | +17.1% | -18.9% | +36.0% | +19.2% |
| 3Y | +75.1% | +51.2% | +23.9% | +56.2% |
| 5Y | +13.1% | -15.9% | +29.0% | +8.3% |
| 10Y | +48.3% | +305.9% | -257.7% | +19.2% |
| All | +48.3% | +308.6% | -260.3% | +19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling