+93.8%
GD vs CG
-22.2%
+116.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.5% |
| 7D | -5.0% | -1.2% | -3.8% | -4.8% |
| 30D | +8.9% | +5.0% | +3.9% | +7.9% |
| 3M | -8.0% | -18.2% | +10.2% | -5.0% |
| 6M | +2.9% | -20.7% | +23.6% | +6.6% |
| YTD | +7.1% | -31.4% | +38.5% | +13.4% |
| 1Y | +5.9% | -22.3% | +28.2% | +9.8% |
| 3Y | +53.9% | +50.2% | +3.7% | +38.8% |
| All | +93.8% | -22.2% | +116.0% | +87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling