+623.4%
GD vs CG
+283.8%
+339.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | -0.8% |
| 7D | -3.9% | -1.5% | -2.4% | -3.6% |
| 30D | +8.1% | +2.8% | +5.3% | +7.2% |
| 3M | -6.8% | -19.2% | +12.5% | -2.3% |
| 6M | +3.0% | -21.0% | +24.0% | +8.1% |
| YTD | +7.8% | -31.0% | +38.7% | +16.2% |
| 1Y | +5.8% | -21.1% | +26.9% | +10.4% |
| 3Y | +55.3% | +48.8% | +6.5% | +33.5% |
| 5Y | +96.7% | -21.5% | +118.2% | +92.2% |
| 10Y | +195.4% | +298.1% | -102.7% | +88.4% |
| All | +623.4% | +283.8% | +339.6% | +347.6% |
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