+54.9%
GD vs CG
+48.3%
+6.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | -1.2% |
| 7D | -3.9% | -1.5% | -2.4% | -3.7% |
| 30D | +8.1% | +2.8% | +5.3% | +7.5% |
| 3M | -6.8% | -19.2% | +12.5% | -3.5% |
| 6M | +3.0% | -21.0% | +24.0% | +6.7% |
| YTD | +7.8% | -31.0% | +38.7% | +14.0% |
| 1Y | +5.8% | -21.1% | +26.9% | +9.5% |
| All | +54.9% | +48.3% | +6.6% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling