+196.4%
SO vs CG
+278.5%
-82.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.1% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | +4.7% | +11.2% | -6.5% | +3.3% |
| 3M | +1.7% | -22.1% | +23.8% | +4.5% |
| 6M | +2.2% | -17.9% | +20.1% | +4.1% |
| YTD | +10.0% | -31.3% | +41.3% | +14.0% |
| 1Y | +6.0% | -24.0% | +30.0% | +8.4% |
| 3Y | +54.1% | +45.0% | +9.1% | +37.7% |
| 5Y | +79.6% | -22.6% | +102.3% | +74.8% |
| All | +196.4% | +278.5% | -82.0% | +136.6% |
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