+62.2%
SPG vs CG
+345.5%
-283.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.3% | +2.2% |
| 7D | 0.0% | -1.3% | +1.3% | +0.6% |
| 30D | -4.9% | -3.2% | -1.8% | -3.8% |
| 3M | +3.3% | +6.2% | -2.9% | -0.7% |
| 6M | +11.2% | -4.7% | +15.9% | +11.8% |
| YTD | +17.1% | -20.6% | +37.7% | +26.8% |
| 1Y | +21.6% | -26.4% | +48.0% | +35.3% |
| 3Y | +111.9% | +55.4% | +56.5% | +49.0% |
| 5Y | +106.9% | +9.8% | +97.1% | +65.7% |
| 10Y | +62.2% | +341.4% | -279.1% | -24.2% |
| All | +62.2% | +345.5% | -283.3% | -24.2% |
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