+200.5%
SPG vs CG
+281.3%
-80.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | +4.9% | -1.2% | +6.1% | +5.3% |
| 30D | +15.6% | +5.0% | +10.6% | +13.2% |
| 3M | +4.1% | -18.2% | +22.3% | +12.0% |
| 6M | +13.6% | -20.7% | +34.3% | +22.8% |
| YTD | +27.5% | -31.4% | +59.0% | +44.3% |
| 1Y | +32.2% | -22.3% | +54.5% | +41.7% |
| 3Y | +126.0% | +50.2% | +75.8% | +73.4% |
| 5Y | +74.7% | -22.1% | +96.8% | +70.0% |
| 10Y | +112.8% | +295.5% | -182.7% | +24.8% |
| All | +200.5% | +281.3% | -80.8% | +69.2% |
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