+133.6%
SPG vs CG
+46.4%
+87.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | +2.0% | +0.2% | +1.8% | +1.9% |
| 30D | +17.2% | +11.2% | +6.1% | +13.7% |
| 3M | +6.3% | -22.1% | +28.4% | +13.3% |
| 6M | +18.7% | -17.9% | +36.6% | +24.3% |
| YTD | +30.1% | -31.3% | +61.4% | +42.1% |
| 1Y | +32.8% | -24.0% | +56.7% | +40.2% |
| 3Y | +133.6% | +45.0% | +88.6% | +82.3% |
| All | +133.6% | +46.4% | +87.2% | +82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling