+380.3%
NDAQ vs CG
+324.5%
+55.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | +0.4% |
| 7D | -1.6% | -6.4% | +4.9% | +0.5% |
| 30D | -1.5% | -7.1% | +5.6% | +0.7% |
| 3M | +8.0% | -1.6% | +9.6% | +8.1% |
| 6M | +7.7% | -8.3% | +16.1% | +9.8% |
| YTD | -2.3% | -23.8% | +21.5% | +5.4% |
| 1Y | +0.6% | -28.7% | +29.3% | +10.3% |
| 3Y | +90.9% | +49.2% | +41.8% | +59.1% |
| 5Y | +52.5% | +5.5% | +46.9% | +36.5% |
| 10Y | +380.3% | +331.2% | +49.0% | +207.3% |
| All | +380.3% | +324.5% | +55.8% | +207.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling