+355.6%
RMD vs CG
+278.5%
+77.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | 0.0% |
| 7D | +2.1% | +0.2% | +1.9% | +1.9% |
| 30D | +2.1% | +11.2% | -9.1% | -0.9% |
| 3M | +6.2% | -22.1% | +28.3% | +13.1% |
| 6M | +19.4% | -17.9% | +37.3% | +24.9% |
| YTD | +0.5% | -31.3% | +31.8% | +9.6% |
| 1Y | -3.9% | -24.0% | +20.0% | +1.8% |
| 3Y | +72.5% | +45.0% | +27.6% | +47.2% |
| 5Y | -1.5% | -22.6% | +21.1% | -4.0% |
| All | +355.6% | +278.5% | +77.1% | +212.9% |
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