+640.7%
GD vs CG
+310.6%
+330.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.5% | -7.1% | -3.6% |
| 7D | +3.0% | +9.4% | -6.5% | +0.8% |
| 30D | +10.5% | +8.7% | +1.8% | +8.2% |
| 3M | -5.0% | -15.0% | +10.0% | -1.6% |
| 6M | +5.5% | -13.2% | +18.7% | +8.3% |
| YTD | +10.3% | -26.2% | +36.5% | +17.1% |
| 1Y | +8.2% | -14.1% | +22.3% | +10.6% |
| 3Y | +59.0% | +59.2% | -0.1% | +34.5% |
| 5Y | +104.3% | -14.8% | +119.1% | +95.7% |
| 10Y | +202.4% | +325.9% | -123.5% | +89.9% |
| All | +640.7% | +310.6% | +330.1% | +351.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling