+97.2%
GD vs CG
+10.1%
+87.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.5% |
| 7D | -5.3% | -4.3% | -0.9% | -4.5% |
| 30D | -6.4% | -5.1% | -1.3% | -5.7% |
| 3M | +5.7% | +8.7% | -3.0% | +3.9% |
| 6M | -0.9% | -9.2% | +8.3% | +0.2% |
| YTD | +8.2% | -18.9% | +27.0% | +11.4% |
| 1Y | +13.4% | -25.6% | +39.1% | +18.2% |
| 3Y | +68.5% | +57.3% | +11.2% | +51.3% |
| All | +97.2% | +10.1% | +87.1% | +77.8% |
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