-10.2%
DOW vs CG
+188.5%
-198.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.8% |
| 7D | -2.4% | -9.8% | +7.4% | +1.8% |
| 30D | -4.1% | -10.3% | +6.2% | -0.2% |
| 3M | -12.4% | -1.7% | -10.8% | -13.0% |
| 6M | -10.6% | -9.8% | -0.8% | -9.2% |
| YTD | +31.1% | -25.6% | +56.7% | +44.0% |
| 1Y | +30.5% | -32.5% | +63.0% | +49.3% |
| 3Y | -34.4% | +45.6% | -80.0% | -50.1% |
| 5Y | -35.5% | +3.7% | -39.2% | -46.2% |
| All | -10.2% | +188.5% | -198.7% | -55.1% |
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