+0.4%
DOW vs CG
+163.6%
-163.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.3% | +6.2% | +3.6% |
| 7D | +3.7% | -1.5% | +5.2% | +4.0% |
| 30D | +16.3% | +5.7% | +10.6% | +12.9% |
| 3M | +9.7% | -17.9% | +27.6% | +17.3% |
| 6M | -14.1% | -20.2% | +6.1% | -8.0% |
| YTD | +46.6% | -32.0% | +78.6% | +65.7% |
| 1Y | +56.8% | -27.0% | +83.9% | +71.6% |
| 3Y | -20.4% | +42.8% | -63.1% | -39.6% |
| 5Y | -27.4% | -23.4% | -4.0% | -28.7% |
| All | +0.4% | +163.6% | -163.2% | -48.3% |
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