+626.1%
GD vs CG
+351.2%
+274.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.4% |
| 7D | -5.3% | -4.3% | -0.9% | -4.3% |
| 30D | -6.4% | -5.1% | -1.3% | -5.4% |
| 3M | +5.7% | +8.7% | -3.0% | +3.3% |
| 6M | -0.9% | -9.2% | +8.3% | +0.6% |
| YTD | +8.2% | -18.9% | +27.0% | +12.5% |
| 1Y | +13.4% | -25.6% | +39.1% | +20.0% |
| 3Y | +68.5% | +57.3% | +11.2% | +43.2% |
| 5Y | +97.2% | +10.2% | +87.0% | +76.3% |
| 10Y | +190.2% | +364.2% | -174.0% | +78.7% |
| All | +626.1% | +351.2% | +274.9% | +333.4% |
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