+231.1%
GM vs CAG
-36.2%
+267.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -2.4% | -5.7% | +3.2% | -1.4% |
| 30D | -1.1% | -2.4% | +1.3% | -0.8% |
| 3M | +6.1% | +9.8% | -3.7% | +4.1% |
| 6M | +15.0% | -10.8% | +25.8% | +16.9% |
| YTD | +6.0% | -10.8% | +16.8% | +7.5% |
| 1Y | +47.1% | -19.0% | +66.0% | +51.8% |
| 3Y | +170.5% | -39.7% | +210.2% | +192.6% |
| 5Y | +80.5% | -43.0% | +123.5% | +96.9% |
| All | +231.1% | -36.2% | +267.3% | +249.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling