+429.6%
GM vs CG
+351.2%
+78.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.5% |
| 7D | +1.9% | -4.3% | +6.3% | +3.9% |
| 30D | -1.4% | -5.1% | +3.7% | +0.6% |
| 3M | +5.9% | +8.7% | -2.8% | +1.3% |
| 6M | +12.4% | -9.2% | +21.6% | +16.0% |
| YTD | +8.6% | -18.9% | +27.5% | +16.9% |
| 1Y | +52.6% | -25.6% | +78.3% | +69.6% |
| 3Y | +169.7% | +57.3% | +112.4% | +102.1% |
| 5Y | +87.5% | +10.2% | +77.4% | +60.0% |
| 10Y | +233.0% | +364.2% | -131.3% | +67.3% |
| All | +429.6% | +351.2% | +78.4% | +157.3% |
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