+238.7%
GM vs CAG
+61.0%
+177.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.9% |
| 7D | +0.4% | -5.3% | +5.7% | +1.7% |
| 30D | -1.8% | +1.0% | -2.8% | -2.2% |
| 3M | +2.6% | +17.4% | -14.7% | -1.7% |
| 6M | +14.6% | -16.8% | +31.4% | +19.1% |
| YTD | +6.2% | -6.8% | +13.0% | +7.0% |
| 1Y | +48.7% | -15.4% | +64.1% | +53.3% |
| 3Y | +168.3% | -37.1% | +205.4% | +194.6% |
| 5Y | +82.8% | -41.3% | +124.0% | +103.0% |
| 10Y | +226.2% | -35.5% | +261.7% | +233.7% |
| All | +238.7% | +61.0% | +177.8% | +93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling