+103.1%
SPG vs CG
+10.1%
+93.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.4% |
| 7D | -2.4% | -4.3% | +1.9% | -0.9% |
| 30D | -6.8% | -5.1% | -1.8% | -5.3% |
| 3M | +2.7% | +8.7% | -6.0% | -1.0% |
| 6M | +5.5% | -9.2% | +14.7% | +8.0% |
| YTD | +15.7% | -18.9% | +34.6% | +22.4% |
| 1Y | +20.9% | -25.6% | +46.5% | +31.2% |
| 3Y | +112.4% | +57.3% | +55.1% | +61.3% |
| All | +103.1% | +10.1% | +93.0% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling