+75.8%
GM vs CAG
-43.1%
+118.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -2.4% | -5.7% | +3.2% | -1.3% |
| 30D | -1.1% | -2.4% | +1.3% | -0.7% |
| 3M | +6.1% | +9.8% | -3.7% | +3.9% |
| 6M | +15.0% | -10.8% | +25.8% | +17.5% |
| YTD | +6.0% | -10.8% | +16.8% | +7.8% |
| 1Y | +47.1% | -19.0% | +66.0% | +52.9% |
| 3Y | +170.5% | -39.7% | +210.2% | +198.0% |
| All | +75.8% | -43.1% | +118.9% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling