+109.5%
SPG vs CG
+274.5%
-165.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +1.5% |
| 7D | +3.1% | -1.5% | +4.6% | +3.7% |
| 30D | +16.4% | +5.7% | +10.7% | +13.0% |
| 3M | +7.1% | -17.9% | +24.9% | +16.3% |
| 6M | +16.1% | -20.2% | +36.3% | +26.7% |
| YTD | +30.4% | -32.0% | +62.4% | +51.1% |
| 1Y | +33.0% | -27.0% | +60.0% | +48.3% |
| 3Y | +134.6% | +42.8% | +91.9% | +69.7% |
| 5Y | +84.9% | -23.4% | +108.3% | +80.4% |
| All | +109.5% | +274.5% | -165.0% | +5.9% |
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