+652.6%
P vs CG
+308.6%
+344.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.1% |
| 7D | -13.3% | +2.0% | -15.3% | -14.0% |
| 30D | -34.0% | +8.5% | -42.5% | -37.0% |
| 3M | +4.1% | -12.1% | +16.2% | +10.9% |
| 6M | +30.5% | -16.4% | +46.9% | +42.1% |
| YTD | +52.2% | -28.0% | +80.2% | +77.1% |
| 1Y | +10.3% | -18.9% | +29.2% | +19.1% |
| 3Y | +180.9% | +51.2% | +129.6% | +107.3% |
| 5Y | +259.7% | -15.9% | +275.6% | +252.3% |
| 10Y | +652.6% | +305.9% | +346.7% | +233.1% |
| All | +652.6% | +308.6% | +344.0% | +233.1% |
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