+47.1%
GM vs CAG
-18.8%
+65.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -2.4% | -5.7% | +3.2% | -1.9% |
| 30D | -1.1% | -2.4% | +1.3% | -1.0% |
| 3M | +6.1% | +9.8% | -3.7% | +5.4% |
| 6M | +15.0% | -10.8% | +25.8% | +17.4% |
| YTD | +6.0% | -10.8% | +16.8% | +7.4% |
| 1Y | +47.1% | -19.0% | +66.0% | +52.0% |
| All | +47.1% | -18.8% | +65.9% | +52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling