+275.4%
RMD vs CG
+324.5%
-49.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.6% |
| 7D | -4.7% | -6.4% | +1.7% | -3.1% |
| 30D | +0.2% | -7.1% | +7.3% | +2.1% |
| 3M | +12.0% | -1.6% | +13.6% | +12.2% |
| 6M | -12.5% | -8.3% | -4.2% | -11.0% |
| YTD | -7.9% | -23.8% | +15.9% | -2.1% |
| 1Y | -20.4% | -28.7% | +8.4% | -14.2% |
| 3Y | +53.1% | +49.2% | +4.0% | +30.1% |
| 5Y | -22.1% | +5.5% | -27.6% | -30.0% |
| 10Y | +275.4% | +331.2% | -55.8% | +149.5% |
| All | +275.4% | +324.5% | -49.1% | +149.5% |
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