+172.6%
SPG vs CG
+351.2%
-178.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.3% |
| 7D | -2.4% | -4.3% | +1.9% | -0.7% |
| 30D | -6.8% | -5.1% | -1.8% | -5.1% |
| 3M | +2.7% | +8.7% | -6.0% | -1.5% |
| 6M | +5.5% | -9.2% | +14.7% | +8.2% |
| YTD | +15.7% | -18.9% | +34.6% | +22.9% |
| 1Y | +20.9% | -25.6% | +46.5% | +32.0% |
| 3Y | +112.4% | +57.3% | +55.1% | +61.0% |
| 5Y | +101.4% | +10.2% | +91.2% | +70.0% |
| 10Y | +60.6% | +364.2% | -303.6% | -11.5% |
| All | +172.6% | +351.2% | -178.5% | +44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling